BSDEs with stochastic Lipschitz condition: A general result
نویسندگان
چکیده
We prove a general existence and uniqueness result of solutions for backward stochastic differential equation (BSDE) with Lipschitz condition. also establish continuous dependence property comparison theorem to this type BSDEs, thus strengthening existing results.
منابع مشابه
Bsdes with Stochastic Lipschitz Condition
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ژورنال
عنوان ژورنال: Probability, Uncertainty and Quantitative Risk
سال: 2023
ISSN: ['2367-0126', '2095-9672']
DOI: https://doi.org/10.3934/puqr.2023011