$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients

ShengJun Fan; Long Jiang

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arXiv · 1402.6773

$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients

ShengJun Fan·Long Jiang

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Abstract

In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$, which includes some known results as its particular cases.

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BibTeX RIS

ShengJun Fan, Long Jiang. 2014-02-27. $L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients. https://arxiv.org/abs/1402.6773

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