一致连续的多维倒向随机微分方程的L^1解

On the L^1 solution for multidimensional BSDEs with uniformly continuous generators

建立了一致连续的多维倒向随机微分方程(BSDE)L1解的一个新的存在唯一性结果,其中生成元g关于y满足Osgood条件,关于z是α-Hlder(0<α<1)连续的,并且g的第i个分量仅仅依赖于矩阵z的第i行.

It is established that a new existence and uniqueness result for the L1 solution to a multidimensional backward stochastic differential equations（ BSDEs） with uniformly continuous generators,where the generator g satisfies the Osgood condition in y and the α- Hlder（ 0 α 1） continuity condition in z,and the ith component gt（ t,y,z） of g only depends on the ith row of matrix z.