带跳拟连续倒向随机微分方程的解

SOLUTION FOR BSDE WITH JUMPS AND QUASI-CONTINUOUS

讨论了带跳的倒向随机微分方程解的存在性 ,其漂移系数满足线性增长条件 ,且对任意收敛于x的序列xn,存在子序列xnk,使其函数值序列收敛于x的函数值 ,而解的终值条件为一平方可积随机变量 ,同时还讨论最小解的存在唯一性 .

To prove the existence of solution for one dimensional BSDE with jumps,which the generator is linear growth,and for any sequence x n,there exists a subsequ ence x nk such that g(x nk ) convergens to g(x),the termia l condition is sequare integrable,and to obtain the existence and uniqueness of minimal solution.