One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators

Advances in Difference Equations

Rui Mu¹  Zhen Wu¹ 

[1] School of Mathematics, Shandong University, Jinan, P.R. China

关键词: backward stochastic differential equations;    stochastic differential equations;    approximation techniques;    60H10;    39A05;   

DOI  :  10.1186/s13662-015-0607-3

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by virtue of approximation techniques.

【 授权许可】

CC BY