One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators
classification
🧮 math.PR
keywords
bsdesdimensionalgeneratorsgrowthlinearmarkovianmultiplestochastic
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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.
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