In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutio...In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.展开更多
基金partially supported by the NNSF of China(No.11271093)the Science Research Project of Hubei Provincial Department of Education(No.Q20141306)the Cultivation Project of Yangtze University for the NSF of China(No.2013cjp09)
文摘In this paper, we deal with Lp(p 】 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.
