A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change
Probability
2019-03-26 v2
Abstract
In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones with uniformly Lipschtz coefficients and stopping terminal time.
Keywords
Cite
@article{arxiv.1808.01573,
title = {A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change},
author = {Hun O and Mun-chol Kim and Chol-kyu Pak},
journal= {arXiv preprint arXiv:1808.01573},
year = {2019}
}
Comments
45 pages