The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of soluti...The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.展开更多
Under the assumption that the growth order of the free term to satisfy the natural growth condition with respect to gradient of the generalized solutions, the maximum principle is proved for the bounded generalized so...Under the assumption that the growth order of the free term to satisfy the natural growth condition with respect to gradient of the generalized solutions, the maximum principle is proved for the bounded generalized solution of quasi_linear elliptic equations.展开更多
文摘The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.
文摘Under the assumption that the growth order of the free term to satisfy the natural growth condition with respect to gradient of the generalized solutions, the maximum principle is proved for the bounded generalized solution of quasi_linear elliptic equations.
