A uniqueness theorem for solution of BSDEs

MaRDI QIDQ6208304zbMATH OpenFDO

Authors Guangyan Jia

Publication date 5 February 2008

Mathematics Subject Classification ID

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

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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