The existence and uniqueness of adapted solutions of BSDE with non-Lipschitz coefficients

机译：具有非Lipschitz系数的BSDE自适应解的存在性和唯一性

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In this paper we shall propose a kind of non-Lipschitz assumption which is related to time variable t to the generator of backward stochastic differential equations (BSDE in short) and get the existence and uniqueness result for the adapted solution to BSDE.

机译：在本文中，我们将向后向随机微分方程（简称BSDE）的生成器提出一种与时间变量t有关的非Lipschitz假设，并获得针对BSDE的自适应解的存在性和唯一性结果。

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《2011 International Conference on Consumer Electronics, Communications and Networks》|2011年|p.5386-5389|共4页
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Zhang Kai; He Jingsong;
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中图分类光电子技术的应用;
关键词
Backward stochastic differential equation; Existence and uniqueness; Non-Lipschitz;

机译：倒向随机微分方程;存在唯一性;非Lipschitz;

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The existence and uniqueness of adapted solutions of BSDE with non-Lipschitz coefficients

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