• 제목, 요약, 키워드: uniformly continuous generator

검색결과 1건 처리시간 0.041초

MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS

  • Fan, Shengjun;Wang, Yanbin;Xiao, Lishun
    • 대한수학회보
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    • v.52 no.2
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    • pp.483-504
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    • 2015
  • This paper is devoted to solving a multidimensional backward stochastic differential equation with a general time interval, where the generator is uniformly continuous in (y, z) non-uniformly with respect to t. By establishing some results on deterministic backward differential equations with general time intervals, and by virtue of Girsanov's theorem and convolution technique, we prove a new existence and uniqueness result for solutions of this kind of backward stochastic differential equations, which extends the results of [8] and [6] to the general time interval case.