Backward stochastic differential equations with non-Lipschitz coefficients

• DOI: 10.1016/j.spl.2009.03.003
• Publication Date: 2009-03-13T05:05:31Z
• Authors: Ying Wang; Zhen Huang
• Keywords: 0101 mathematics; 01 natural sciences

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.