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  2. Universität Konstanz
  3. Center of Finance and Econometrics (CoFE), Universität Konstanz
  4. CoFE-Diskussionspapiere, Universität Konstanz
Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85163 
Title: 

BSDES With Stochastic Lipschitz Condition

Authors: 
Bender, Christian
Kohlmann, Michael
Year of Publication: 
2000
Series/Report no.: 
CoFE Discussion Paper No. 00/08
Publisher: 
University of Konstanz, Center of Finance and Econometrics (CoFE), Konstanz
Abstract: 
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.
Persistent Identifier of the first edition: 
urn:nbn:de:bsz:352-opus-4241
Document Type: 
Working Paper
Appears in Collections:
CoFE-Diskussionspapiere, Universität Konstanz

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