Proposition Proof of BSDE Solution under the Condition of Non-Lipschitz
Zhang Zi-yea · Ludong University Journal · 2010
By using the inequation of Hlder,A proposition of the BSDE solution is proved if generation g function to meet the more general non-Lipschitz assumptions.Under the condition of non-Lipschitz,the proposition conclusion is dramantic in proving the BSDE converse comparison theorem and the uniqueness of generator.