| Lp(p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω |
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| 作者姓名： | Yajun LIU Depeng LI Shengjun FAN |
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| 作者单位： | School of Mathematics, China University of Mining and Technology |
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| 摘 要： | This paper is devoted to the Lp(p > 1) solutions of one-dimensional backward stochastic differential equations(BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in t and ω. An existence and uniqueness result,a comparison theorem and an existence result for the minimal solutions are respectively obtained, which considerably improve some known works. Some classical techniques used to deal with the existence and uniqueness of Lp
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| 收稿时间： | 2016/3/1 0:00:00 |
| 修稿时间： | 2018/9/7 0:00:00 |
Lp~(p>1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and \omeg |
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| Yajun LIU,Depeng LI,Shengjun FAN.Lp~(p>1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and \omeg[J].Chinese Annals of Mathematics,Series B,2020,41(3):479-494. |
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| Authors: | Yajun LIU Depeng LI and Shengjun FAN |
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| Institution: | School of Mathematics, China University of Mining andTechnology, Xuzhou 221116, Jiangsu, China.,School of Mathematics, China University of Mining andTechnology, Xuzhou 221116, Jiangsu, China. and Corresponding author. School of Mathematics, China University of Mining and Technology, Xuzhou 221116, China. |
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| Abstract: | This paper is devoted to the $L^p$ ($p>1$) solutions of
one-dimensional backward stochastic differential equations (BSDEs
for short) with general time intervals and generators satisfying
some non-uniform conditions in $t$ and $\omega$. An existence and
uniqueness result, a comparison theorem and an existence result for
the minimal solutions are respectively obtained, which considerably
improve some known works. Some classical techniques used to deal
with the existence and uniqueness of $L^p$ ($p>1$) solutions of
BSDEs with Lipschitz or linear-growth generators are also developed
in this paper. |
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| Keywords: | Backward stochastic differential equation Existence and uniqueness Comparison theorem Minimal solution Non-uniform condition in$(t omega)$ |
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