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