On the existence of solutions to BSDEs with generalized uniformly continuous generators

Dejian Tian, Long Jiang and Matt Davison

Statistics & Probability Letters, 2010, vol. 80, issue 9-10, 903-909

Abstract: This paper proves an existence result for a kind of backward stochastic differential equation whose generators satisfy generalized uniformly continuous conditions in variables y and z. It is worth noting that the conditions mentioned above may not be uniform with respect to time parameter t.

Date: 2010
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