A general existence and uniqueness result on multidimensional BSDEs
Probability
2014-02-28 v1
Abstract
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in , which generalizes the corresponding results in [2], [3] and [5].
Keywords
Cite
@article{arxiv.1402.6777,
title = {A general existence and uniqueness result on multidimensional BSDEs},
author = {ShaoYa Xu and ShengJun Fan},
journal= {arXiv preprint arXiv:1402.6777},
year = {2014}
}