摘要
本文考虑了一类具有非一致Lipschitz系数的倒向随机微分方程(BSDEs).证明了,当1<p≤2时,此类方程Lp解的存在唯一性.
In this note, we consider a class of backward stochastic differential equations with non- uniformly Lipschitz coefficients. We prove the existence and uniqueness of the Lp solutions with 1〈p≤2.
出处
《应用概率统计》
CSCD
北大核心
2012年第5期449-456,共8页
Chinese Journal of Applied Probability and Statistics
基金
supported by the National Natural Science Foundation of China(10921101,10901096)
