CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2012, 28(5) 449-456 DOI:      ISSN: 1001-4268 CN: 31-1256

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$\fn_jvn \100dpi \inline L^p$ Solutions of BSDEs with Non-Uniformly Lipschitz Coefficients

Song Li, Liu Qian

School of Finance, Shandong Polytechnic University,  School of Mathematics, Shandong University

Abstract��

In this note, we consider a class of
backward stochastic differential equations with non-uniformly
Lipschitz coefficients. We prove the existence and uniqueness of the
$\fn_jvn \100dpi \inline L^p$ solutions with 1<p$\fn_jvn \100dpi \inline \leq 2$.

Keywords��