BSDES With Stochastic Lipschitz Condition

We prove an existence and uniqueness theorem for backward stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

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Year of publication:	2000-02
Authors:	Bender, Christian ; Kohlmann, Michael
Institutions:	Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften

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Extent:	application/pdf
Series:	CoFE Discussion Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 00-08 15 pages longPages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005146749