• Title/Summary/Keyword: quasi-$H{\ddot{o}}lder$ continuity

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

  • Lishun, Xiao;Shengjun, Fan
    • Communications of the Korean Mathematical Society
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    • v.35 no.2
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    • pp.667-684
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    • 2020
  • 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.