z-logo
open-access-imgOpen Access
Lp Solutions of BSDEs with Stochastic Lipschitz Condition
Author(s) -
Jiajie Wang,
Ran Qi-kang,
Qihong Chen
Publication year - 2007
Publication title -
journal of applied mathematics and stochastic analysis
Language(s) - English
Resource type - Journals
eISSN - 1687-2177
pISSN - 1048-9533
DOI - 10.1155/2007/78196
Subject(s) - algorithm , mathematics
We are concerned with the solutions of a special class of backward stochastic differential equations which are driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one. We prove the existence and uniqueness of the solution in Lp with p>1

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom