Finite and infinite time interval BSDEs with non-Lipschitz coefficients

This paper aims at solving multidimensional backward stochastic differential equations (BSDEs) under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We establish a general existence and uniqueness result of the solutions to finite and infinite time interval BSDEs with non-Lipschitz coefficients, which generalizes the corresponding results in Mao (1995), Wang and Wang (2003), Wang and Huang (2009), Chen (1997) and Chen and Wang (2000).