arXiv:1402.6777 [math.PR]AbstractReferencesReviewsResources
A general existence and uniqueness result on multidimensional BSDEs
Published 2014-02-27Version 1
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$, which generalizes the corresponding results in [2], [3] and [5].
Categories: math.PR
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