关于(y,z,u)受限制的带跳倒向随机微分方程的最小g-上解

SMALLEST g-SUPERSOLUTION FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS UNDER CONSTRAINTS ON (y,z,u)

本文讨论在一般化的右连续信息流完备概率空间中 ,由 Brownian运动和 Poisson过程联合驱动的带跳倒向随机微分方程 (JBSDE) :Yt=ξ + ∫Ttg(s,Ys,Zs,Us) ds- ∫Tt Zsd Ws- ∫Tt∫EUs(e) N(ds,de) + AT - At在漂移系数不满足 L ipschitz条件且关于 (y,z,u)受限制时的最小

In generalized complete probability space with right continuous filtration, the smallest g supersolution for BSDE with jumps drived by Brownian motion and Poisson process is considered,Y t=ξ+∫ T tg(s,Y s,Z s,U s)ds-∫ T tZ sdW s-∫ T t∫ EU s(e)(ds,de)+A T-A twhich the driff coefficient does not satisfy Lipschitz condition.