摘要
We prove a general existence and uniqueness result of solutions for a backward stochastic differential equation(BSDE)with a stochastic Lipschitz condition.We also establish a continuous dependence property and a comparison theorem for solutions to this type of BSDEs,thus strengthening existing results.
基金
funded by the Graduate Innovation Program of China University of Mining and Technology(Grant No.2023WLKXJ121)
the Postgraduate Research&Practice Innovation Program of Jiangsu Province.Shengjun Fan is supported by the National Natural Science Foundation of China(Grant No.12171471).
