$L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients

TL;DR

This paper introduces a new approach to solving multidimensional backward stochastic differential equations with non-Lipschitz coefficients, establishing existence and uniqueness of solutions in L^p spaces, generalizing previous results.

Contribution

The paper presents a novel existence and uniqueness theorem for multidimensional BSDEs with non-Lipschitz coefficients in L^p spaces, extending prior work.

Findings

Established existence and uniqueness of solutions in L^p for p>1

Includes known results as special cases

Provides a new framework for non-Lipschitz BSDEs

Abstract

In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$, which includes some known results as its particular cases.