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Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
backward stochastic dierential equations (BSDE) locally Lipschitz function
2009/4/29
We deal with multidimensional backward stochastic differential equations (BSDE) with locally Lipschitz coefficient in both variables $ y,z $ and an only square integrable terminal data. Let $ L_N $ be...