One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators
Probability
2015-01-14 v1
Abstract
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 using approximation techniques.
Keywords
Cite
@article{arxiv.1501.02987,
title = {One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators},
author = {Rui Mu and Zhen Wu},
journal= {arXiv preprint arXiv:1501.02987},
year = {2015}
}
Comments
arXiv admin note: text overlap with arXiv:1412.1213