One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators

TL;DR

This paper studies a system of multi-dimensional Markovian backward stochastic differential equations with stochastic linear growth generators, providing an existence result through approximation methods.

Contribution

It introduces a new existence theorem for coupled multi-dimensional Markovian BSDEs with stochastic linear growth generators.

Findings

Existence of solutions established for the system.

Use of approximation techniques to prove results.

Addresses stochastic linear growth in volatility processes.

Abstract

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.