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arXiv · 1402.6777

A general existence and uniqueness result on multidimensional BSDEs

ShaoYa Xu·ShengJun Fan
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Abstract

This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$, which generalizes the corresponding results in [2], [3] and [5].

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ShaoYa Xu, ShengJun Fan. 2014-02-27. A general existence and uniqueness result on multidimensional BSDEs. https://arxiv.org/abs/1402.6777

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