HIGHLIGHTS
- who: COMMUNICATIONS and colleagues from the UFR Sciences, UTV, BP, La Garde France have published the article: EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR BSDES WITH LOCALLY LIPSCHITZ COEFFICIENT, in the Journal: (JOURNAL)
- what: The authors show that if the coefficient f is locally Lipschitz in both variables y, z u221a and the Lipschitz constant LN in the ball B(0, N ) is such that LN=O( log N ), then the corresponding BSDE (E f,u03be ) has a unique solution. By similar arguments, the authors show that u00a1 1u00a2 I3 (n, m) u2264 K(M, u03d5 . . .
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