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 \(z\), A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, A general comparison theorem for backward stochastic differential equations

Cites Work

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• On the set of solutions of a BSDE with continuous coefficient
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Backward stochastic differential equations with locally Lipschitz coefficient
• Backward Stochastic Differential Equations in Finance
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