Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152757 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
In this paper, we establish an existence and uniqueness result for solutions to one-dimensional backward stochastic differential equations (BSDEs) with only integrable parameters, where the generator gg is αα-Hölder (0<α<10<α<1) continuous in zz.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
ShengJun Fan, DeQun Liu,