BSDES With Stochastic Lipschitz Condition
AbstractWe prove an existence and uniqueness theorem for backward stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
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Bibliographic InfoPaper provided by Center of Finance and Econometrics, University of Konstanz in its series CoFE Discussion Paper with number 00-08.
Length: 15 Pages
Date of creation: Feb 2000
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2002-12-17 (All new papers)
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