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Scholars Journal of Physics, Mathematics and Statistics | Volume-2 | Issue-03
On the Existence of Solutions to BSDES under Sublinear Grown Condition
Mingming Liu, Zhi Li, Fan Cao, Gang Li, Kai Zhou
Published: June 22, 2015 |
93
59
DOI: 10.36347/sjpms
Pages: 276-282
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Abstract
In this paper, we study one-dimensional BSDE’s whose coefficient gis sublinear growth in z. We obtain a
general existence result and a comparison theorem when g is linear growth in y and sublinear growth in z. Some known
results are extended and generalized.
Keywords: one-dimensional BSDE, sublinear growth