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
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