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...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.展开更多
In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of the L^p(...In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of the L^p(p > 1) solutions, which includes some known results as its particular cases.展开更多
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.
文摘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Supported by the Fundamental Research Funds for the Central Universities(No.2017XKQY98)
文摘In this paper, we are interested in solving multidimensional backward stochastic differential equations(BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of the L^p(p > 1) solutions, which includes some known results as its particular cases.
