On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients

MaRDI QIDQ3014501zbMATH OpenFDO

Authors Dejian Tian, Long Jiang, Fang Deng

Publication date 19 July 2011

zbMATH Keywords

backward stochastic differential equationexistencegeneralized left-Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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