LpSolutions of BSDEs with Stochastic Lipschitz Condition

[摘要] We are concerned with the solutions of a special class of backward stochastic differential equations which are driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one. We prove the existence and uniqueness of the solution inLpwithp>1.

[学科分类] 应用数学