文献类型：期刊文献

中文题名：On Solutions of BSDE with Two Barriers Under Non-Lipschitz Condition

英文题名：On Solutions of BSDE with Two Barriers Under Non-Lipschitz Condition

作者：HU Lan-ying[1];ZHU Yue-feng[2];XIA Ning-mao[3];REN Yong[1]

机构：[1]Department of Mathematics, Anhui Normal University, Wuhu 241000, China;[2]College of Mechanical and Electronic, Kaifeng University, Kaifeng 475000, China;[3]Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China

年份：2007

卷号：22

期号：4

起止页码：538

中文期刊名：Chinese Quarterly Journal of Mathematics

外文期刊名：数学季刊（英文版）

收录：CSTPCD;;北大核心:【北大核心2004】；CSCD:【CSCD2011_2012】；

基金：Supported by the Key Science and Technology Project of Ministry of Education(207047);Supported by the Special Project Grants of Anhui Normal University(2006xzx08);Supported by the Project Grants for Younger Teachers of Anhui Normal University(2006xqn49);Supported by NSF of Anhui Educational Bureau(KJ2007A012)

语种：英文

中文关键词：backward stochastic differential euqation; barrier; penalization method

外文关键词：微分方程;随机性;屏障;压抑法

摘要：In this paper, we derive the existence and uniqueness theorem for the adapted solution to backward stochastic differential equations with two barriers under non-Lipschitz condition via penalization method.
In this paper,we derive the existence and uniqueness theorem for the adapted solution to backward stochastic differential equations with two barriers under non-Lipschitz condition via penalization method.