Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
Citation:
Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
Citation:
Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations
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 integrodifferential equations is obtained.
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Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
Situ Rong, Wang Yueping. On Solutions of Backward Stochastic Differential Equations With Jumps,With Unbounded Stopping Times as Terminal and With Non-Lipschitz Coefficients,and Probabilistic Interpretationof Quasi-Linear Elliptic TypeIntegro-Differential Equations[J]. Applied Mathematics and Mechanics, 2000, 21(6): 597-609.
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