期刊论文详细信息
| Journal of Mathematical Sciences | |
| Multidimensional Backward Stochastic Differential Equations with Left-Lipschitz Coefficients | |
| Xu, Yuhong1 | |
| 关键词: Backward stochastic differential equation; discontinuous coefficient; minimal solution; maximal solution.; | |
| DOI : | |
| 学科分类：数学（综合） | |
| 来源: University of Tokyo * Department of Mathematical Sciences | |
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【 摘 要 】
Inthisnote,weconsidermultidimensionalbackwardstochasticdifferentialequationswithcoefficientswhichareleft-Lipschitzw.r.t.$y$andLipschitzw.r.t.$z$andwithoutexplicitconstraintsonthegrowth.Anexistencetheoremofminimalsolutionisestablishedinthisframework.Wealsorelateittothehedgingproblemforinteractingeconomicagents.
【 授权许可】
Unknown
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| RO201912090769980ZK.pdf | 140KB |  download |
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