摘要
This paper is interested in solving a multidimensional backward stochastic differential equation （BSDE） whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.
This paper is interested in solving a multidimensional backward stochastic differential equation （BSDE） whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.
基金
The authors would like to thank the anonymous referees for their careful reading and helpful suggestions. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11101422）, the Fundamental Research Funds for the Central Universities （Grant No. 2012QNA36）, and Qing Lan Project.
