生成元弱单调且一致连续的BSDE的L^p解（英文）

L^p solutions of BSDEs with weakly monotonic and uniformly continuous generators

研究一维倒向随机微分方程(BSDE)的Lp解,其生成元g关于y满足(p∧2)-阶弱单调条件和一般增长条件,关于z满足一致连续条件.利用卷积技术以及Girsanov定理等工具,建立了此类BSDE的L^p(p>1)解的一个存在唯一性结果,推广了一些已有的结论.

This paper is devoted to solving one-dimensional backward stochastic differential equations （BSDEs） whose generator g satisfies a （p∧ 2）-order weak monotonicity condition together with a general growth condition in y and a uniform continuity condition in z. Using the convolution technique and Girsanov＇s theorem, we establish an existence and uniqueness result for Lp （p 〉 1） solutions of this kind of BSDEs, which generalizes some existing results.