Backward stochastic viability property for multi-dimensional BSDEs and its applications

来源 :第十届全国概率统计会议 | 被引量 : 0次 | 上传用户:li1977323
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  In this talk,we introduce the backward stochastic viability property for 28 backward stochastic differential equations in a more general case and explores their applications in other problems.It is worth noting to point out here that we make no any additional conditions on the generators of the BSDEs beyond the standard assumptions,square integrability and Lipschitz continuity.This is a joint work with SHI Xuejun.
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