Non-Lipschitz条件下BSDE解的一个命题的证明

Proposition Proof of BSDE Solution under the Condition of Non-Lipschitz

假设生成元-g函数满足更一般的non-Lipschitz条件,通过Hlder不等式,证明了关于BSDE解的一个命题.命题结论在non-Lipschitz条件下对证明BSDE逆比较定理及生成元的唯一性起到了至关重要的作用.

By using the inequation of Holder, A proposition of the BSDE solution is proved if generation g func- tion to meet the more general non-Lipschitz assumptions. Under the condition of non-Lipschitz, the proposition conclusion is dramantic in proving the BSDE converse comparison theorem and the uniqueness of generator.