Title of article :
Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients
Author/Authors :
Mao، نويسنده , , Xuerong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Pages :
12
From page :
281
To page :
292
Abstract :
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.
Keywords :
Adapted solution , Backward stochastic differential equation , Bihariיs inequality
Journal title :
Stochastic Processes and their Applications
Serial Year :
1995
Journal title :
Stochastic Processes and their Applications
Record number :
1575741
Link To Document :
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