Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85163
Authors: 
Bender, Christian
Kohlmann, Michael
Year of Publication: 
2000
Series/Report no.: 
CoFE Discussion Paper 00/08
Abstract: 
We prove an existence and uniqueness theorem for backward stochastic differential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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