{
  "id": "1410.2531",
  "version": "v1",
  "published": "2014-10-09T16:59:05.000Z",
  "updated": "2014-10-09T16:59:05.000Z",
  "title": "Backward stochastic differential equations with an unbounded generator",
  "authors": [
    "Bujar Gashi",
    "Jiajie Li"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider a class of backward stochastic differential equations with a possibly unbounded generator. Under a Lipschitz-type condition, we give sufficient conditions for the existence of a unique solution pair, which are weaker than the existing ones. We also give a comparison theorem as a generalisation of Peng's result.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-10-09T16:59:05.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "backward stochastic differential equations",
      "unbounded generator",
      "unique solution pair",
      "comparison theorem",
      "lipschitz-type condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1410.2531G"
    }
  }
}