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arXiv · 0802.0616

A uniqueness theorem for solution of BSDEs

Guangyan Jia
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Abstract

In 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.

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Guangyan Jia. 2008-02-05. A uniqueness theorem for solution of BSDEs. https://arxiv.org/abs/0802.0616

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