Lpsolutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
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Publication:3145069
DOI10.1080/17442508.2011.615933zbMath1261.60053arXiv1403.1379OpenAlexW3101399728MaRDI QIDQ3145069
Publication date: 13 December 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1379
existence and uniquenessbackward stochastic differential equation\(L^p\) solutioninfinite time intervalnon-Lipschitz coefficientsMao's condition
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