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 continu-ity is replaced by a stochastic one. We prove the existence and uniqueness of the solution in Lp with p> 1. Copyright © 2007 Jiajie Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that h...
We prove an existence and uniqueness theorem for backwrd stochastic differential equations driven by...
We deal with backward stochastic differential equations (BSDE for short) driven by Teugel’s martinga...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under ...
AbstractIn this paper, we prove the existence and uniqueness of the solution for a class of backward...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there ...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there ...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that h...
We prove an existence and uniqueness theorem for backwrd stochastic differential equations driven by...
We deal with backward stochastic differential equations (BSDE for short) driven by Teugel’s martinga...
We study the solution of one-dimensional generalized backward stochastic differential equation drive...
This paper deals with a class of backward stochastic differential equations (BSDEs in short). Under ...
AbstractIn this paper, we prove the existence and uniqueness of the solution for a class of backward...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there ...
We study backward doubly stochastic differential equations where the coefficients satisfy stochastic...
Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there ...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
This paper is devoted to real valued backward stochastic differential equations (BSDEs for short) wi...
In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that h...