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
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