| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153586 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under a kind of non-Lipschitz assumptions, the authors obtain the existence and uniqueness of solution to BSDE.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ying Wang, Zhen Huang,