%0 Journal Article
%T $L^p$ solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
%A ShengJun Fan
%A Long Jiang
%J Mathematics
%D 2014
%I arXiv
%R 10.1080/17442508.2011.615933
%X In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in $L^p\ (p>1)$ under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We establish a general existence and uniqueness result of solutions in $L^p\ (p>1)$ to finite and infinite time interval BSDEs with non-Lipschitz coefficients, which includes the corresponding results in \citet{Par90}, \citet{Mao95}, \citet{Chen97}, \citet{Cons01}, \citet{Wang03}, \citet{Chen00} and \citet{Wang09} as its particular cases.
%U http://arxiv.org/abs/1403.1379v1