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Lp (p ≥ 1) SOLUTIONS OF MULTIDIMENSIONAL BSDES WITH TIME-VARYING QUASI-HOLDER CONTINUITY GENERATORS IN GENERAL TIME INTERVALS

Xiao Lishun|FAN Sheng-Jun
대한수학회 (The Korean Mathematical Society)|2020.04|대한수학회논문집 (Communications of the KMS)|제35권 제2호|pp. 667-684|DOI 10.4134/CKMS.c190272

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키워드

Backward stochastic differential equationLp (p ≥ 1) solutiongeneral time intervalquasi-H¨older continuity
주제분류수학

초록

The objective of this paper is solving multidimensional backward stochastic differential equations with general time intervals, in Lp (p ≥ 1) sense, where the generator g satisfies a time-varying Osgood condition in y, a time-varying quasi-H¨older continuity condition in z, and its ith component depends on the ith row of z. Our result strengthens some existing works even for the case of finite time intervals.

Abstract

The objective of this paper is solving multidimensional backward stochastic differential equations with general time intervals, in Lp (p ≥ 1) sense, where the generator g satisfies a time-varying Osgood condition in y, a time-varying quasi-H¨older continuity condition in z, and its ith component depends on the ith row of z. Our result strengthens some existing works even for the case of finite time intervals.

참고문헌 (23)

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관련 논문AI추천

$L^p$ solutions for general time interval multidimensional BSDEs with weak monotonicity and general growth generatorsShengjun Fan, Yongpeng Dong대한수학회 · 대한수학회논문집2018 · 제33권 제3호MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALSLishun Xiao, Shengjun Fan, Yanbin Wang대한수학회 · 대한수학회보2015 · 제52권 제2호BSDEs on finite and infinite time horizon with discontinuous coefficientsPengju Duan, Yong Ren대한수학회 · 대한수학회보2013 · 제50권 제4호$L^p$-solutions for reflected BSDEs with time delayed generatorsQing Zhou대한수학회 · 대한수학회보2016 · 제53권 제3호Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditionsHuanhuan Luo, Shengjun Fan대한수학회 · 대한수학회보2017 · 제54권 제6호Solvability of general backward stochastic Volterra integral equationsTianxiao Wang, Yufeng Shi대한수학회 · 대한수학회지2012 · 제49권 제6호

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