Bsdes with Stochastic Lipschitz Condition

نویسندگان

  • CHRISTIAN BENDER
  • MICHAEL KOHLMANN
چکیده

We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

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تاریخ انتشار 2000