A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change
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Publication:6305035
arXiv1808.01573MaRDI QIDQ6305035FDOQ6305035
Authors: Hun O, M. C. Kim, Chol-Kyu Pak 
Publication date: 5 August 2018
Abstract: In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones with uniformly Lipschtz coefficients and stopping terminal time.
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