Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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Lp (p ≥ 1) SOLUTIONS OF MULTIDIMENSIONAL BSDES WITH TIME-VARYING QUASI-HÖLDER CONTINUITY GENERATORS IN GENERAL TIME INTERVALS

  • Lishun, Xiao (Department of Epidemiology and Biostatistics Xuzhou Medical University) ;
  • Shengjun, Fan (School of Mathematics China University of Mining and Technology)
  • Received : 2019.08.05
  • Accepted : 2019.11.12
  • Published : 2020.04.30
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Abstract

The objective of this paper is solving multidimensional backward stochastic differential equations with general time intervals, in Lp (p ≥ 1) sense, where the generator g satisfies a time-varying Osgood condition in y, a time-varying quasi-Hölder continuity condition in z, and its ith component depends on the ith row of z. Our result strengthens some existing works even for the case of finite time intervals.

Keywords

Acknowledgement

Supported by : Xuzhou Medical University, National Natural Science Foundation of China

The authors would like to thank the referee for his/her careful reading and helpful suggestions.

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