Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values
Probability
2018-05-17 v1
Abstract
In [4], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) if the terminal value is -integrable with the positive parameter being bigger than a critical value . In this note, we give the uniqueness result for the preceding BSDE.
Keywords
Cite
@article{arxiv.1805.06246,
title = {Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values},
author = {Rainer Buckdahn and Ying Hu and Shanjian Tang},
journal= {arXiv preprint arXiv:1805.06246},
year = {2018}
}