具有确定性系数的BSDE的唯一性结果

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2023-01-01 DOI:10.3934/puqr.2023013

Yufeng Shi, Zhi Yang

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引用次数: 0

摘要

本文研究一维后向随机微分方程(BSDE)的确定性系数f$在y$上是Lipschitz，而在z$上是连续的。如果终端条件$\xi$具有有界的Malliavin导数，我们分别证明了$z$中具有二次增长和线性增长的BSDE的唯一性结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the uniqueness result for the BSDE with deterministic coefficient

In this paper, we study one-dimensional backward stochastic differential equation (BSDE), whose deterministic coefficient $f$ is Lipschitz in $y$ but only continuous in $z$. If the terminal condition $\xi$ has bounded Malliavin derivative, we prove some uniqueness results for the BSDE with quadratic and linear growth in $z$, respectively.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.

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