证明了一类生成元满足广义左Lipschitz条件的倒向随机微分方程解的存在性.通过单调迭代方法构造了一列单调的解序列,然后证明其极限存在,并为原方程的解.并值得一提的是,这里的生成元g既可以关于变量y不连续,同时g关于变量y和z的变换范围也可以与时间参数t有关.
In this paper,we proved the existence of the solution to a backward stochastic differential equations(BSDE) with the generator satisfying the generalized left-Lipschitz condition.The key idea for dealing with the problem consists in constructing a monotonic sequence of solutions to BSDE and then passing to the limit.We construct a monotonic sequence of solutions by monotonic iteration technique.It is worth noting that the generator may be not continuous with respect to variable y and the varying of generator with respect to variables y and z may be not uniformly with respect to time parameter t.