Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

DOI10.1016/j.crma.2010.03.013zbMath1202.60085MaRDI QIDQ984691

Matt Davison, Long Jiang, Sheng-Jun Fan

Publication date: 20 July 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.03.013

zbMATH Keywords

stochastic differential equations; uniqueness of solutions

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions, Unnamed Item, L^p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals, Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions, On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\), Multidimensional BSDEs with weak monotonicity and general growth generators, \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators, \(L^p\) solution of general mean-field BSDEs with continuous coefficients, \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions, Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs

Cites Work

• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients