{
  "id": "1808.01573",
  "version": "v1",
  "published": "2018-08-05T07:29:08.000Z",
  "updated": "2018-08-05T07:29:08.000Z",
  "title": "A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change",
  "authors": [
    "Hun O",
    "Mun-chol Kim",
    "Chol-kyu Pak"
  ],
  "comment": "45 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones with uniformly Lipschtz coefficients and stopping terminal time.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-08-05T07:29:08.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic lipschtz coefficients",
      "time change",
      "stochastic lipschtz coeffecients",
      "backward stochastic differential equations",
      "uniformly lipschtz coefficients"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 45,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}