生成元为线性增长函数的反射倒向随机微分方程

Backward SDEs with two barriers and growth coefficient

利用了用Lipschitz函数逼近线性增长函数的方法研究了生成元函数为线性增长函数,并且带有两个反射界面的反射倒向随机微分方程,证明了其解的存在惟一性定理.

By using the approaching technique, the existence and unique theorem of the solution of one-dimensional backward stochastic differential equations with two reflecting barriers and linear growth coefficient are established.