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Variational Approach for the Adapted Solution of Backward Stochastic Differential Equations with Locally Lipschitz Diffusion Coefficients |
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| Authors: | , XIE Zhen-yun , LIU Yi |
| Affiliation: | 1. Department of Applied Mathematics,Donghua University,Shanghai 201620,China 2. College of Humanities,Donghua University,Shanghai 201620,China |
| Abstract: | |
| Keywords: | backward stochastic differential equation (BSDE) variational approach locally Lipschitz condition existence F0-integrable equivalent class uniqueness Brownian bridge |
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