Paper Titles

A New Dynamic System Analysis
p.222

A New Chaotic Dynamic System Research
p.227

A New Chaotic System Family Dynamics Analysis and Circuit Implementation
p.232

Applying Case-Based Reasoning Approach to Assembly Part Design
p.237

BSDEs Driven by Continuous Semi-Martingales under Locally Lipschitz Condition
p.242

The Research of Method for Line of Sight Stabilization for Electro-Optical Tracking Equipment Based on the Integrated Navigation System
p.249

An Improved Algorithm of Path Planning for a Mobile Robot
p.253

The Research of Geometric Rectification of Aerial Image for Miniature Unmanned Aerial Vehicle
p.257

Robot Navigation Using a DR/GPS Data Fusion
p.261

HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 392BSDEs Driven by Continuous Semi-Martingales under...

BSDEs Driven by Continuous Semi-Martingales under Locally Lipschitz Condition

Article Preview

Abstract:

In this paper, we deal with multidimensional backward stochastic equations (BSDES) driven by continuous semi-martingale. We first obtain the existence of solution for this kind of BSDES with locally Lipschitz coefficient, which generalizes the corresponding results in Khaled Bahlali.

You might also be interested in these eBooks

Mechanical and Electrical Technology V

Info:

Periodical:

Applied Mechanics and Materials (Volume 392)

Pages:

242-245

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.392.242

Citation:

Cite this paper

Online since:

September 2013

Authors:

Shi Yu Li, Jin Hui Wang, Wu Jun Gao

Keywords:

Backward Stochastic Differential Equations, Continuous Semi-Martingale, Existence of Solution

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

© 2013 Trans Tech Publications Ltd. All Rights Reserved

Share:

Citation:

[1] K. Bahlali: Elect. Comm. In Probab. Vol. 7 (2001), p.169.

[2] J. Li: Journal of Shandong University. Vol. 40 (2005), p.70.

[3] J. Lepeltier, Martin, J: Statist Probab Lett. Vol. 32 (1997), p.425.

[4] Mao, X: Stochastic Process Appl. Vol. 58 (1995), p.281.

[5] J. C. Liu and J. G. Ren: Statist Probab Lett. Vol. 56 (2002), p.93.

[6] E. Pardoux and S. Peng: Systems control Lett. Vol. 14 (1990), p.51.

[7] S. Peng: Stochastics. Vol. 38 (1992), p.119.

[8] S. Y. Li and W. J. Gao: Journal of Jiangxi University of Science and Technology. Vol. 31 (2010), P. 67 (in Chinese).

[9] S. Y. Li and W. J. Gao: Journal of Jiangxi University of Science and Technology. Vol. 30 (2009), P. 71 (in Chinese).

[10] S. Fan, Jiang, L: Statistics and Probability Letters. Vol. 80 (2010), p.962.

[11] Z. Cao and J. Yan: Advanced in Mathematics. Vol. 28 (1999), p.304.

[12] M. T. Tang and Y. Y. Wang: Journal of Jiangxi University of Science and Technology. Vol. 32 (2011), P. 78 (in Chinese).

[13] P. Briand and Y. Hu: probab. Theory Related Fields. Vol. 141 (2008), p.543.