Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152704 | Statistics & Probability Letters | 2010 | 7 Pages |
Abstract
This paper proves an existence result for a kind of backward stochastic differential equation whose generators satisfy generalized uniformly continuous conditions in variables yy and zz. It is worth noting that the conditions mentioned above may not be uniform with respect to time parameter tt.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dejian Tian, Long Jiang, Matt Davison,