Article ID Journal Published Year Pages File Type
1152704 Statistics & Probability Letters 2010 7 Pages PDF
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
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