研究一维倒向随机微分方程(BSDE)的Lp解,其生成元g关于y满足(p∧2)-阶弱单调条件和一般增长条件,关于z满足一致连续条件.利用卷积技术以及Girsanov定理等工具,建立了此类BSDE的Lp(p〉1)解的一个存在唯一性结果,推广了一些已有的结论.
This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs) whose generator g satisfies a (p∧ 2)-order weak monotonicity condition together with a general growth condition in y and a uniform continuity condition in z. Using the convolution technique and Girsanov's theorem, we establish an existence and uniqueness result for Lp (p 〉 1) solutions of this kind of BSDEs, which generalizes some existing results.