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)

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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.

ORCID iDs

Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
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