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

zbMATH Open1240.60163MaRDI QIDQ3014501FDOQ3014501

Authors: Dejian Tian, Long Jiang, Fang Deng 

Publication date: 19 July 2011

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zbMATH Keywords

backward stochastic differential equationexistencegeneralized left-Lipschitz condition

Mathematics Subject Classification ID

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

Cited In (6)

• A generalized existence theorem of BSDEs
• BSDEs with stochastic Lipschitz condition: a general result
• Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\)
• Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
• Title not available (Why is that?)
• Adapted solutions of generalized BSDE with stochastic monotone coefficients

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