A uniqueness theorem for the solution of backward stochastic differential equations (Q2427230)

The author gives a sufficient condition for the uniqueness of the solution pair \((y_t,z_t)_{t\in [0,T]}, ~T>0\) of a backward stochastic differential equation with square integrable terminal condition \(\xi\) and a generator \(g\) which does not depend on the \(y\)-process but uniformly continuous from the \(z\)-process. The method of proof is a comparison argument where the solution under consideration is caught in the vanishing difference of a sequence of unique upper and lower bound equation, which obey Lipschitz conditions.