Title :
The existence and uniqueness of adapted solutions of BSDE with non-Lipschitz coefficients
Author :
Zhang, Kai ; He, Jingsong
Author_Institution :
Dept. of Math., Ningbo Univ., Ningbo, China
Abstract :
In this paper we shall propose a kind of non-Lipschitz assumption which is related to time variable t to the generator of backward stochastic differential equations (BSDE in short) and get the existence and uniqueness result for the adapted solution to BSDE.
Keywords :
differential equations; stochastic processes; BSDE; backward stochastic differential equations; nonLipschitz coefficients; Differential equations; Equations; Games; Helium; Indium tin oxide; Stochastic processes; Backward stochastic differential equation; Existence and uniqueness; Non-Lipschitz;
Conference_Titel :
Consumer Electronics, Communications and Networks (CECNet), 2011 International Conference on
Conference_Location :
XianNing
Print_ISBN :
978-1-61284-458-9
DOI :
10.1109/CECNET.2011.5768456
