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Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients

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  • Mao, Xuerong

Abstract

In this paper we shall establish a new theorem on the existence and uniqueness of the adapted solution to a backward stochastic differential equation under a weaker condition than the Lipschitz one.

Suggested Citation

  • Mao, Xuerong, 1995. "Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 281-292, August.
    • Handle: RePEc:eee:spapps:v:58:y:1995:i:2:p:281-292
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