Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153169 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
In this paper, we deal with the Lp(p>1)Lp(p>1) solutions to one dimensional backward stochastic differential equations (BSDEs) with discontinuous generators. We obtain an existence theorem of LpLp solutions for BSDEs whose generators satisfy a kind of discontinuous condition in yy and are uniformly continuous in zz.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dejian Tian, Long Jiang, Xuejun Shi,