On Solutions of BSDE with Two Barriers Under Non-Lipschitz Condition
1.Department of Mathematics,Anhui Normal University,Wuhu 241000,China;2.College of Mechanical and Electronic,Kaifeng University,Kaifeng 475000,China;3.Department of Mathematics,East China University of Science and Technology,Shanghai 200237,China
About author:HU Lan-ying(1975-), female, native of Huaining, Anhui, a lecturer of Anhui Normal University, M.S.D., engages in BSDE and applications; REN Yong(1976-), male, native of Huoqiu, Anhui, an associate professor of Anhui Normal University Ph.D., engages in BSDE and its applications.
Supported by:
Supported by the Key Science and Technology Project of Ministry of Education(207047)； Supported by the Special Project Grants of Anhui Normal University(2006xzx08)； Supported by the Project Grants for Younger Teachers of Anhui Normal University(2006xqn49)； Supported by NSF of Anhui Educational Bureau(KJ2007A012)；
HU Lan-ying, ZHU Yue-feng, XIA Ning-mao, REN Yong. On Solutions of BSDE with Two Barriers Under Non-Lipschitz Condition[J]. Chinese Quarterly Journal of Mathematics, 2007, 22(4): 538-549.
