We consider Lipschitz-type backward stochastic differential equations (BSDEs) driven by cylindrical martingales on the space of continuous functions. We show the existence and uniqueness of the solution of such infinite-dimensional BSDEs and prove that the sequence of solutions of corresponding finite-dimensional BSDEs approximates the original solution. We also consider the hedging problem in bond markets and prove that, for an approximately attainable contingent claim, the sequence of locally risk-minimizing strategies based on small markets converges to the generalized hedging strategy.

中文翻译：

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由圆柱形鞅驱动的 BSDE 应用于债券市场的近似对冲

我们考虑在连续函数空间上由圆柱鞅驱动的 Lipschitz 型后向随机微分方程 (BSDE)。我们证明了这种无限维 BSDE 解的存在性和唯一性，并证明了相应的有限维 BSDE 解的序列近似于原始解。我们还考虑了债券市场的对冲问题，并证明，对于一个近似可实现的或有债权，基于小市场的局部风险最小化策略序列收敛于广义对冲策略。