Lp Solutions of BSDEs with Stochastic Lipschitz Condition
نویسندگان
چکیده
منابع مشابه
Bsdes with Stochastic Lipschitz Condition
We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 2007
ISSN: 1048-9533,1687-2177
DOI: 10.1155/2007/78196