The authors prove the existence and uniqueness of smallest g-supersolution with an equality constrains on (y, z) for one demensional stochastic differential equations whose drift coefficients are continuous and linear...The authors prove the existence and uniqueness of smallest g-supersolution with an equality constrains on (y, z) for one demensional stochastic differential equations whose drift coefficients are continuous and linearly growing, and whose terminal conditions are square integrable.展开更多
基金the National Natural Science Foundation of China!(No.79790130)
文摘The authors prove the existence and uniqueness of smallest g-supersolution with an equality constrains on (y, z) for one demensional stochastic differential equations whose drift coefficients are continuous and linearly growing, and whose terminal conditions are square integrable.
