Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

• DOI: 10.1007/s11464-013-0298-6
• Publication Date: 2013-03-21T12:00:15Z
• Authors: Shengjun Fan; Long Jiang; Matt Davison
• Keywords: 0101 mathematics; 01 natural sciences

This paper is interested in solving a multidimensional backward stochastic differential equation (BSDE) whose generator satisfies the Osgood condition in y and the Lipschitz condition in z. We establish an existence and uniqueness result of solutions for this kind of BSDEs, which generalizes some known results.