Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

Xuerong Mao

Stochastic Processes and their Applications, 1995, vol. 58, issue 2, 281-292

Abstract: In this paper we shall establish a new theorem on the existence and uniqueness of the adapted solution to a backward stochastic differential equation under a weaker condition than the Lipschitz one.

Keywords: Backward; stochastic; differential; equation; Adapted; solution; Bihari's; inequality (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (27)

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