期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2016
卷号：30
期号：2
页码：321-344
DOI：10.1214/15-BJPS282
语种：English
出版社：Brazilian Statistical Association
摘要：In this paper, we first establish an existence and uniqueness result of $L^{p}$ ($p>1$) solutions for multidimensional backward stochastic differential equations (BSDEs) whose generator $g$ satisfies a certain one-sided Osgood condition with a general growth in $y$ as well as a uniform continuity condition in $z$, and the $i$th component ${}^{i}g$ of $g$ depends only on the $i$th row ${}^{i}z$ of matrix $z$ besides $(\omega,t,y)$. Then we put forward and prove a stability theorem for $L^{p}$ solutions of this kind of multidimensional BSDEs. This generalizes some known results.
