摘要
In this paper, we prove that the generator g of a class of backward stochastic differential equations （BSDEs） can be represented by the solutions of the corresponding BSDEs at point （t, y, z）, when the terminal data is in Lp spaces, for 1 〈 p ≤ 2.
In this paper, we prove that the generator g of a class of backward stochastic differential equations （BSDEs） can be represented by the solutions of the corresponding BSDEs at point （t, y, z）, when the terminal data is in Lp spaces, for 1 〈 p ≤ 2.
基金
Supported by the National Natural Science Foundation of China (No. 10921101)
WCU (World Class University)program through the National Research Foundation of Korea funded by the Ministry of Education,Science and Technology (No. R31-20007)
the National Natural Science Foundation of China (No. 11171179)
the Natural Science Foundation of Shandong Province (No. ZR2009AL015)
