Existence And Uniqueness For A Particular Kind Of Quadratic BSDE With Specific Form

In this paper, we give the discussion of the existence and uniqueness of Backward Stochastic Differential Equations(BSDEs) with a specific form:yt= This kind of BSDEs don’t fit the usual Lipschitz and growth condition, and indeed, it is a kind of quadratic BSDE. The main method of this paper is to change the problem of solving this kind of BSDEs into the corresponding recursion problems. We show existence and uniqueness of the solution of two kinds of BSDEs which fit the above form with given functions h(y),g(y) (under the conditions that the terminal value and the given parameters are restricted by some certain assumptions), and we also give discussion of some properties of the solution.