Backward stochastic differential equations with non-Lipschitz coefficients

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.

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Year of publication:	2009
Authors:	Wang, Ying ; Huang, Zhen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 12, p. 1438-1443
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005023192