A uniqueness theorem for solution of BSDEs

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dc.creatorJia, Guangyan
dc.date2008-02-05
dc.date.accessioned2026-07-07T09:18:49Z
dc.date.available2026-07-07T09:18:49Z
dc.descriptionIn 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.
dc.identifierhttps://arxiv.org/abs/0802.0616
dc.identifierhttp://arxiv.org/abs/0802.0616
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154166
dc.subjectProbability
dc.subject60H10
dc.titleA uniqueness theorem for solution of BSDEs
dc.typetext

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