摘要
在生成元关于变量y满足Osgood条件、关于变量z满足Lipschitz条件下,建立了G-Brown运动驱动的倒向随机微分方程的解的存在唯一性定理.
In this paper,the authors study the following backward stochastic differential equation driven by G-Brownian motion Y_t=ξ+∫_t^T f(s,Y_s,Z_s)ds+∫_t^T g(s,Y_s,Z_s)d_s-∫_t^T Z_sdB_s-(K_T-K_t),whose generators satisfy Osgood condition in y and Lipschitz continuous in z.An existence and uniqeness theorem for this kind of G-BSDE is established.
作者
张伟
江龙
ZHANG Wei;JIANG Long(Xuhai College,China University of Mining and Technology,Xuzhou 221008,Jiangsu,China;School of Mathematics,China University of Mining and Technology,Xuzhou 221116,Jiangsu,China)
出处
《数学年刊（A辑）》
CSCD
北大核心
2020年第3期309-324,共16页
Chinese Annals of Mathematics
基金
中央大学基础研究专项基金(No.2017XKZD11)的资助
