论文标题
具有可集成数据的多维BSDE的先验估计值
A priori estimates for multidimensional BSDEs with integrable data
论文作者
论文摘要
我们在配备了布朗过滤的概率空间上研究向后的随机微分方程。我们假设零的终端值和发电机仅仅是可集成的。此外，假定发电机相对于值变量（没有限制的生长）和Lipschitz的连续，并且对于控制变量而言是不合格的。我们为上述BSDE的解决方案提供了先验的估计和稳定性结果。
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are merely integrable. Moreover, the generator is assumed to be non-increasing with respect to the value variable (with no restrictions on the growth) and Lipschitz continuous, with sublinear growth, with respect to the control variable. We provide a priori estimate and stability result for solutions to the aforementioned BSDEs.
