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
The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated.
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.
基金in Shandong University, supported by National Natural Science Foundation of China (No.79790130)China Financial Policy Research Center, Renmin University of China.
文摘The comparison theorem for generalized backward stochastic differential equations is discussed. Some topics related to equations of this type are also investigated.
