Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in y and uniformly continuous in z

Cites Work

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Backward Stochastic Differential Equations in Finance
Adapted solution of a backward stochastic differential equation
Quadratic BSDEs with convex generators and unbounded terminal conditions
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Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
Existence for BSDE with superlinear–quadratic coefficient
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
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Cited In (8)

One dimensional BSDEs with critical integrable terminal values and infinite time horizon
Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator
On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
On the uniqueness result for the BSDE with deterministic coefficient
One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators
\(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\)
On the backward stochastic differential equation with generator \(f(y)|z|^2\)
\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators

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