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http://dx.doi.org/10.4134/CKMS.c190272

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)
Publication Information
Communications of the Korean Mathematical Society / v.35, no.2, 2020 , pp. 667-684 More about this Journal
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
Backward stochastic differential equation; $L^p$ ($p{\geq}1$) solution; general time interval; quasi-$H{\ddot{o}}lder$ continuity;
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