Existence and uniqueness of the nonlinear BSDEs with a small parameter under locally Lipschitz condition

MaRDI QIDQ3017280zbMATH OpenFDO

Authors Zhenyun Xie, Ning-Mao Xia

Publication date 19 July 2011

zbMATH Keywords

local Lipschitz conditionnonlinear BSDEa small parameter

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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