The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
Probability
2008-03-27 v1
Abstract
In this paper, we will prove that, if the coefficient of a BSDE is assumed to be continuous and linear growth in , then the uniqueness of solution and continuous dependence with respect to and the terminal value are equivalent.
Cite
@article{arxiv.0803.3660,
title = {The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient},
author = {Guangyan Jia and Zhiyong Yu},
journal= {arXiv preprint arXiv:0803.3660},
year = {2008}
}
Comments
6 pages