Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients

DOI10.1016/j.spl.2008.09.012zbMath1157.60328MaRDI QIDQ1004256

Guangyan Jia

Publication date: 2 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.012

Mathematics Subject Classification ID

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

Related Items

L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients, Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\), The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, A general comparison theorem for backward stochastic differential equations

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