English

A uniqueness theorem for solution of BSDEs

Probability 2008-02-06 v1

Abstract

In this note, we prove that if gg is uniformly continuous in zz, uniformly with respect to (\oo,t)(\oo,t) and independent of yy, the solution to the backward stochastic differential equation (BSDE) with generator gg is unique.

Keywords

Cite

@article{arxiv.0802.0616,
  title  = {A uniqueness theorem for solution of BSDEs},
  author = {Guangyan Jia},
  journal= {arXiv preprint arXiv:0802.0616},
  year   = {2008}
}
R2 v1 2026-06-21T10:09:42.085Z