| Properties of Solutions of BSDEs with Integrable Parameters |
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| 作者姓名： | Sheng-jun Fan |
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| 作者单位： | College of Sciences, China University of Mining ＆ Technology, Xuzhou 221008, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China （No.10671205） and Youth Foundation of China University of Mining ＆ Technology （No.2006A041）. |
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| 摘 要： | The main result of this study is to obtain,using the localization method in Briand et al.Levi,Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differentialequation(BSDEs)with integrable parameters with respect to the terminal condition.
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| 关 键 词： | 随机微分 方程式 积分 数学 |
| 收稿时间： | 20 November 2006 |
| 修稿时间： | 2006-11-20 |
Properties of Solutions of BSDEs with Integrable Parameters |
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| Sheng-jun Fan.Properties of Solutions of BSDEs with Integrable Parameters[J].Acta Mathematicae Applicatae Sinica,2007,23(4):697-704. |
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| Authors: | Sheng-jun Fan |
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| Institution: | (1) College of Sciences, China University of Mining & Technology, Xuzhou, 221008, China |
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| Abstract: | The main result of this study is to obtain,using the localization method in Briand et al.Levi, Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differential equation(BSDEs)with integrable parameters with respect to the terminal condition. |
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| Keywords: | Backward stochastic differential equation integrable parameters Lebesgue theorem |
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