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

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.

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Year of publication:	1995
Authors:	Mao, Xuerong
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 58.1995, 2, p. 281-292
Publisher:	Elsevier
Keywords:	Backward stochastic differential equation Adapted solution Bihari's inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874482