Zong Zhaojun, Hu Feng
School of Statistics, Qufu Normal University, Qufu, 273165 China.
Springerplus. 2016 Oct 6;5(1):1733. doi: 10.1186/s40064-016-3419-3. eCollection 2016.
In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).
在本文中,我们研究了一类一维无限时间区间倒向随机微分方程(BSDEs)在系数连续且具有线性增长条件下的[公式:见正文][公式:见正文]解的存在性定理。我们还得到了极小解的存在性。此外,我们研究了具有非一致利普希茨系数的无限时间区间BSDEs的[公式:见正文][公式:见正文]解的存在唯一性定理。需要指出的是,该结果的假设比宗(《土耳其数学杂志》37:704 - 718,2013)中定理3.1的假设更弱。