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摘要
In this Note, we prove that if g is continuous, monotonic and has a general growth in y, g is uniformly continuous in z, and (g(t, 0, 0))(t is an element of[0,T]) is square integrable, then for each square integrable terminal condition, the one-dimensional backward stochastic differential equation (BSDE) with the generator g has a unique solution. This generalizes some corresponding (one-dimensional) results.
- 出版日期2010-1
- 单位中国矿业大学（北京）
