| EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION |
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| 作者姓名： | Wei Liu Fengying Wei Ke Wang |
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| 作者单位： | Dept.of Math.,Public Security Marine Police Academy College of Math.and Computer Sci.,Fuzhou University Dept.of Math.,Harbin Institute of Technology |
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| 基金项目： | Supported by NNSF of China(10171010);Scientifc Research Fund of Zhejiang Provincial Education Department(Y201329578) |
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| 摘 要： | A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, the existence and uniqueness of the solutions to the backward stochastic diferential equation.
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| 关 键 词： | existence and uniqueness Picard iteration Cauchy sequence backward stochastic diferential equation |
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