Backward stochastic differential equations with non-Lipschitz coefficients

Ying Wang and Zhen Huang

Statistics & Probability Letters, 2009, vol. 79, issue 12, 1438-1443

Abstract: This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under a kind of non-Lipschitz assumptions, the authors obtain the existence and uniqueness of solution to BSDE.

Date: 2009
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