arXiv:1402.6773 [math.PR]AbstractReferencesReviewsResources
$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients
Published 2014-02-27Version 1
In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$, which includes some known results as its particular cases.
Categories: math.PR
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