Article

A general existence and uniqueness result on multidimensional BSDEs

  • XU Shao-Ya ,
  • FAN Sheng-Jun
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Received date: 2014-02-01

  Online published: 2015-03-29

Abstract

This paper established a general existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy the weakly monotonic condition in y, which generalizes some existing results.

Cite this article

XU Shao-Ya , FAN Sheng-Jun . A general existence and uniqueness result on multidimensional BSDEs[J]. Journal of East China Normal University(Natural Science), 2015 , 2015(1) : 51 -60 . DOI: 10.3969/j.issn.1000-5641.2015.01.006

References

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