| [1] PARDOUX E,PENG S.Adapted Solution of a Backward Stochastic Differential Equation [J].System and Control Letters,1990,14:55-61.[2] KAROUI N EL,PENG S G,QUENEZ M C.Backward Stochastic Differential Equation in Finance [J].Mathematical Finance,1997,7(1):1-77.[3] BRIAND PH,DELYON B,HU Y,et al.L.Stoica Lp Solutions of Backward Stochastic Differential Equations [J].Stochastic Processes and Their Applications,2003,108(1):109-129.[4] KAROUI N EL,HUANG S-J.A General Result of Existence and Uniquess of Backward Stochastic Differential Equations[M]//Backward Stochastic Differential Equations(Paris,1995-1996) vol.364 of Pitman Research Notes in mathematics Series.Longmman,Harlow,London,Uk,1997:27-36.[5] BENDER C,KOHLMANN M.BSDEs with Stochastic Lipschitz Condition [EB/OL].http://cofe.uni-konstanz.de/papers/dp00-08.pdfpreprint，2009-06-12.[6] WANG Jia-jie,RAN Qi-kang,CHEN Qi-hong.Lp Solutions of BSDEs with Stochastic Lipschitz Condition [J].Joural of Applied Mathematics and Stochastic Analysis,2007,1 155（10）：1-14. |
