On the Existence of Solutions to BSDES under Sublinear Grown Condition
Journal Title: Scholars Journal of Physics, Mathematics and Statistics - Year 2015, Vol 2, Issue 3
Abstract
In this paper, we study one-dimensional BSDE’s whose coefficient gis sublinear growth in z. We obtain a general existence result and a comparison theorem when g is linear growth in y and sublinear growth in z. Some known results are extended and generalized.
Authors and Affiliations
Mingming Liu, Zhi Li, Fan Cao, Gang Li, Kai Zhou
Keywords
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