L^p SOLUTIONS TO BSDES WITH MONOTONIC AND UNIFORMLY CONTINUOUS GENERATORS

作     者：Zhi Li Liping Xu Jiaowan Luo 

作者机构：School of Information and Math.Yangtze University School of Math. and Information SciencesGuangzhou University 

出 版 物：《Annals of Differential Equations》 (微分方程年刊（英文版）)

年 卷 期：2015年第31卷第2期

页      面：175-181页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：partially supported by the NNSF of China(No.11271093) the Science Research Project of Hubei Provincial Department of Education(No.Q20141306) the Cultivation Project of Yangtze University for the NSF of China(No.2013cjp09) 

主　　题：backward stochastic differential equation existence theorem Lpsolution uniformly continuous condition 

摘      要：In this paper, we deal with Lp(p 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.