A class of BSDE with integrable parameters

• DOI: 10.1016/j.spl.2010.09.009
• Publication Date: 2010-09-20T04:16:58Z
• Authors: ShengJun Fan; DeQun Liu
• Keywords: 0101 mathematics; 01 natural sciences

Abstract In this paper, we establish an existence and uniqueness result for solutions to one-dimensional backward stochastic differential equations (BSDEs) with only integrable parameters, where the generator g is α -Holder ( 0 α 1 ) continuous in z .