Abstract
We establish a new theorem on the existence and uniqueness of the adapted solution to backward stochastic differential equations under some weaker conditions than the Lipschitz one. The extension is based on Athanassov's condition for ordinary differential equations. In order to prove the existence of the solutions we use a fixed point technique based on Schauder's fixed point theorem. Also, we study some regularity properties of the solution for this class of stochastic differential equations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
