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 (https://doi.org/10.1016/0304-4149(95)00024-2)

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.

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• Item metadata

  Item type:	Article
  ID code:	57415
  Dates:	Date Event 1995 Published
  Subjects:	Science > Mathematics
  Department:	Faculty of Science > Mathematics and Statistics
  Depositing user:	Pure Administrator
  Date deposited:	15 Aug 2016 10:39
  Last modified:	08 Apr 2024 22:48
  Related URLs:	Scopus publication
  URI:	https://strathprints.strath.ac.uk/id/eprint/57415