无界停时带跳倒向随机微分方程解的存在唯一性(Ⅰ)

On Solutions of BSDE with Jumps and with Unbounded Stopping Terminal

研究以无界停时为终端的带跳倒向随机微分方程在李氏条件下解的存在唯一性，其解存在的空间与终端为有界停时的情形不同．

For backward stochastic differential equation with jumps and with non Lipschitz coefficient the existence and uniqueness of an adapted solution is obtained under the condition of unbounded stopping time. And convergence theorems of solutions to BSDE are derived.An example is also given to show that conditions ∫ T 0c 1(s) d s<+∞ and ∫ T 0(c 2(s)) 2 d s<+∞ cannot be weaken even if the stopping time τ≡T>0 is a constant.