A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change
arXiv:1808.01573
Abstract
In this paper, we suggest a useful technique based on time change to be effective for dealing with the backward stochastic differential equations. We show the relation between the BSDEs with stochastic Lipschtz coeffecients and the ones with uniformly Lipschtz coefficients and stopping terminal time.
arXiv comment45 pages
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