{ "id": "1402.6773", "version": "v1", "published": "2014-02-27T02:52:04.000Z", "updated": "2014-02-27T02:52:04.000Z", "title": "$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients", "authors": [ "ShengJun Fan", "Long Jiang" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2014-02-27T02:52:04.000Z" } ], "analyses": { "keywords": [ "non-lipschitz coefficients", "multidimensional backward stochastic differential equations", "solving multidimensional backward stochastic differential", "uniqueness result" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1402.6773F" } } }