Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

被引：0
|
作者：
Shengjun Fan
Long Jiang
Matt Davison
机构：
[1] China University of Mining and Technology,College of Sciences
[2] University of Western Ontario,Department of Applied Mathematics
来源：
Frontiers of Mathematics in China | 2013年 / 8卷
关键词：
Backward stochastic differential equation; Osgood condition; Mao’s condition; Constantin’s condition; 60H10;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：811 / 824
页数：13
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