J4 ›› 2011, Vol. 46 ›› Issue (7): 92-95.
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WANG Yan-bin, FAN Sheng-jun*, LI Wei-wei, ZHANG Jing-zhi
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Abstract:
This paper puts forward and proves the Levi type theorem for the maximal solutions of certain one-dimensional backward stochastic differential equations with left-Lipschitz generator.
Key words: backward stochastic differential equation; left-Lipschitz; Levi type theorem
WANG Yan-bin, FAN Sheng-jun*, LI Wei-wei, ZHANG Jing-zhi. On the Levi type theorem for maximal solutions of BSDES with leftLipschitz generator[J].J4, 2011, 46(7): 92-95.
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http://lxbwk.njournal.sdu.edu.cn/EN/Y2011/V46/I7/92
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