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

Mao, Xuerong (1995) Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients. Stochastic Processes and their Applications, 58 (2). pp. 281-292. ISSN 0304-4149

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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.