1. College of Sciences, China University of Mining and Technology, Xuzhou 221116, China; 2. Department of Applied Mathematics, University of Western Ontario, London, ON N6A 5B7, Canada
Abstract:
This paper is interested in solving a multidimensional backward stochastic differential equation (BSDE) whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.