BSDES With Stochastic Lipschitz Condition

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

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Year of publication:	2000
Authors:	Bender, Christian ; Kohlmann, Michael
Publisher:	Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE)
Subject:	Analysis \| Stochastischer Prozess \| Theorie

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Series:	CoFE Discussion Paper ; 00/08
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	870032151 [GVK] hdl:10419/85163 [Handle] RePEc:zbw:cofedp:0008 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324028