Finite and infinite time interval BSDEs with non-Lipschitz coefficients |
| |
Authors: | ShengJun Fan Long Jiang |
| |
Institution: | College of Sciences, China University of Mining & Technology, Xuzhou, Jiangsu 221116, PR China |
| |
Abstract: | This paper aims at solving multidimensional backward stochastic differential equations (BSDEs) under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We establish a general existence and uniqueness result of the solutions to finite and infinite time interval BSDEs with non-Lipschitz coefficients, which generalizes the corresponding results in Mao (1995), Wang and Wang (2003), Wang and Huang (2009), Chen (1997) and Chen and Wang (2000). |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|