L-p (p >= 1) SOLUTIONS OF MULTIDIMENSIONAL BSDES WITH TIME-VARYING QUASI-HOLDER CONTINUITY GENERATORS IN GENERAL TIME INTERVALS

摘要

The objective of this paper is solving multidimensional backward stochastic differential equations with general time intervals, in L-p (p >= 1) sense, where the generator g satisfies a time-varying Osgood condition in y, a time-varying quasi-Holder continuity condition in z, and its ith component depends on the ith row of z. Our result strengthens some existing works even for the case of finite time intervals.