The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient

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dc.creatorJia, Guangyan
dc.creatorYu, Zhiyong
dc.date2008-03-26
dc.date.accessioned2026-07-07T09:28:23Z
dc.date.available2026-07-07T09:28:23Z
dc.descriptionIn this paper, we will prove that, if the coefficient $g=g(t,y,z)$ of a BSDE is assumed to be continuous and linear growth in $(y,z)$, then the uniqueness of solution and continuous dependence with respect to $g$ and the terminal value $ξ$ are equivalent.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/0803.3660
dc.identifierhttp://arxiv.org/abs/0803.3660
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/157438
dc.subjectProbability
dc.subject60H10; 60H30
dc.titleThe Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
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