文章基本信息

标题：One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators
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作者：Rui Mu ; Zhen Wu
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2015
卷号：2015
期号：1
页码：265
DOI：10.1186/s13662-015-0607-3
语种：English
出版社：Hindawi Publishing Corporation
摘要：In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by virtue of approximation techniques.
关键词：backward stochastic differential equations ; stochastic differential equations ; approximation techniques