$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients
Probability
2014-02-28 v1
Abstract
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in , which includes some known results as its particular cases.
Keywords
Cite
@article{arxiv.1402.6773,
title = {$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients},
author = {ShengJun Fan and Long Jiang},
journal= {arXiv preprint arXiv:1402.6773},
year = {2014}
}