WANG Ying, WANG Xiangrong. Adapted Solutions of Backward SDE with Non-Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 245-251.
Citation:
WANG Ying, WANG Xiangrong. Adapted Solutions of Backward SDE with Non-Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 245-251.
WANG Ying, WANG Xiangrong. Adapted Solutions of Backward SDE with Non-Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 245-251.
Citation:
WANG Ying, WANG Xiangrong. Adapted Solutions of Backward SDE with Non-Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(3): 245-251.
Adapted Solutions of Backward SDE with Non-Lipschitz Coefficients
In this paper, we prove the existence and uniqueness of the locally and globally adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients, which generalizes the Pardoux-Peng Theorem.
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