Song Li, Liu Qian. Solutions of BSDEs with Non-Uniformly Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(5): 449-456.
Citation: Song Li, Liu Qian. Solutions of BSDEs with Non-Uniformly Lipschitz Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(5): 449-456.
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Solutions of BSDEs with Non-Uniformly Lipschitz Coefficients

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  • 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 solutions with 1<p.
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