The main result of this study is to obtain, using the localization method in Briand et al. Levi, Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differential equation ...The main result of this study is to obtain, using the localization method in Briand et al. Levi, Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differential equation (BSDEs) with integrable parameters with respect to the terminal condition.展开更多
基金the National Natural Science Foundation of China(No.10671205)Youth Foundation of China University of Mining & Technology(No.2006A041)
文摘The main result of this study is to obtain, using the localization method in Briand et al. Levi, Fatou and Lebesgue type theorems for the solutions of certain one-dimensional backward stochastic differential equation (BSDEs) with integrable parameters with respect to the terminal condition.