In this paper, we are interested in solving multidimensional backwardstochastic differential equations (BSDEs) in $L^p\ (p>1)$ under weakerassumptions on the coefficients, considering both a finite and an infinite timeinterval. We establish a general existence and uniqueness result of solutionsin $L^p\ (p>1)$ to finite and infinite time interval BSDEs with non-Lipschitzcoefficients, which includes the corresponding results in \citet{Par90},\citet{Mao95}, \citet{Chen97}, \citet{Cons01}, \citet{Wang03}, \citet{Chen00}and \citet{Wang09} as its particular cases.
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机译:在本文中,我们有兴趣在系数为弱假设的情况下,同时考虑有限时间间隔和无限时间间隔,求解$ L ^ p \(p> 1)$中的多维倒向随机微分方程(BSDE)。我们建立了具有非Lipschitz系数的有限和无限时间间隔BSDE在$ L ^ p \(p> 1)$中的解的一般存在性和唯一性结果,其中包括\ citet {Par90},\ citet {Mao95}中的相应结果,\ citet {Chen97},\ citet {Cons01},\ citet {Wang03},\ citet {Chen00}和\ citet {Wang09}作为其特殊情况。
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