数学杂志2012，Vol.32Issue(5)：816-824,9.
非Lipschitz条件下的包含下微分算子的带跳倒向随机微分方程
BSDE WITH JUMPS INVOLVING A SUBDIFFERENTIAL OPERATOR WITH NON-LIPSCHITZ COEFFICIENT
摘要
Abstract
In this paper,a class of multivalued backward stochastic differential equaitons (MBSDE for short) with non-Lipschitz coefficient is studied.By using a penalization argument based on the Yosida approximation and the existence and uniqueness of solutions to backward stochastic differential equations with jumps under non-Lipschitz condition,we prove the equation has a unique solution.关键词
带跳的倒向随机微分方程/非lipschitz/Yosida估计/下微分算子Key words
BSDE with jumps/non-Lipschitz/Yosida approximation/subdifferential operator分类
数理科学引用本文复制引用
张孟..非Lipschitz条件下的包含下微分算子的带跳倒向随机微分方程[J].数学杂志,2012,32(5):816-824,9.基金项目
Supported by National Natural Science Foundation of China(10871215). （10871215）
