The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient

MaRDI QIDQ6208895zbMATH OpenFDO

Authors Guangyan Jia, Zhiyong Yu

Publication date 25 March 2008

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this paper, we will prove that, if the coefficient $g=g(t,y,z)$ of a BSDE is assumed to be continuous and linear growth in $(y,z)$, then the uniqueness of solution and continuous dependence with respect to $g$ and the terminal value $xi$ are equivalent.

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