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L^p(p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω 被引量:1

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摘要 This paper is devoted to the L^p(p > 1) solutions of one-dimensional backward stochastic differential equations(BSDEs for short) with general time intervals and generators satisfying some non-uniform conditions in t and ω. An existence and uniqueness result,a comparison theorem and an existence result for the minimal solutions are respectively obtained, which considerably improve some known works. Some classical techniques used to deal with the existence and uniqueness of L^p(p > 1) solutions of BSDEs with Lipschitz or linear-growth generators are also developed in this paper.
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2020年第3期479-494,共16页 数学年刊(B辑英文版)
基金 supported by the Fundamental Research Funds for the Central Universities(No.2017XKQY98)。
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