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

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.

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Year of publication:	2010
Authors:	Tian, Dejian ; Jiang, Long ; Davison, Matt
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 9-10, p. 903-909
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10008488297