The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs
Probability
2010-05-17 v1
Abstract
In this paper, we prove that, if the coefficient f = f(t; y; z) of backward doubly stochastic differential equations (BDSDEs for short) is assumed to be continuous and linear growth in (y; z); then the uniqueness of solution and continuous dependence with respect to the coefficients f, g and the terminal value are equivalent.
Cite
@article{arxiv.1005.2477,
title = {The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs},
author = {Qingfeng Zhu and Yufeng Shi},
journal= {arXiv preprint arXiv:1005.2477},
year = {2010}
}
Comments
11 pages