{
  "id": "1403.1379",
  "version": "v1",
  "published": "2014-03-06T09:13:32.000Z",
  "updated": "2014-03-06T09:13:32.000Z",
  "title": "$L^p$ solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients",
  "authors": [
    "ShengJun Fan",
    "Long Jiang"
  ],
  "comment": "arXiv admin note: substantial text overlap with arXiv:1402.6773",
  "doi": "10.1080/17442508.2011.615933",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in $L^p\\ (p>1)$ under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We establish a general existence and uniqueness result of solutions in $L^p\\ (p>1)$ to finite and infinite time interval BSDEs with non-Lipschitz coefficients, which includes the corresponding results in \\citet{Par90}, \\citet{Mao95}, \\citet{Chen97}, \\citet{Cons01}, \\citet{Wang03}, \\citet{Chen00} and \\citet{Wang09} as its particular cases.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-06T09:13:32.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "infinite time interval bsdes",
      "non-lipschitz coefficients",
      "multidimensional backward stochastic differential equations",
      "solving multidimensional backward stochastic differential"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.1379F"
    }
  }
}