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A note on backward stochastic differential equation with generator $f(y)|z|^2$. (arXiv:1810.07086v1 [math.PR])
来源于:arXiv
In this note, we consider the backward stochastic differential equation
(BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open
set and locally integral. The existence and uniqueness of solution of such BSDE
is explored for bounded or unbounded terminal variables. A comparison theorem
and a converse theorem theorem of such BSDEs are obtained. 查看全文>>
