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Minimal solution of BSDEs driven by continuous local martingales under non-Lipschitz condition

Shiyu Li, Wenxue Li, Wujun Gao


In this paper, we study one-dimensional backward stochastic equations (BSDEs) driven by continuous local martin¬gale. We first obtain the existence theorem of the minimal solution for this kind of BSDEs with linear growth generators, which generalizes the corresponding results in Fan (2011) and Li (2005).


Backward stochastic differential equations, Continuous local martin¬gale, Existence of the minimal solution.

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