A uniqueness theorem for solution of BSDEs
Probability
2008-02-06 v1
Authors:
Guangyan Jia
Abstract
In this note, we prove that if g is uniformly continuous in z, uniformly with respect to (\oo,t) and independent of y, the solution to the backward stochastic differential equation (BSDE) with generator g is unique.
Cite
@article{arxiv.0802.0616,
title = {A uniqueness theorem for solution of BSDEs},
author = {Guangyan Jia},
journal= {arXiv preprint arXiv:0802.0616},
year = {2008}
}
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