Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
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Publication:984691
DOI10.1016/j.crma.2010.03.013zbMath1202.60085MaRDI QIDQ984691
Long Jiang, Matt Davison, Sheng-Jun Fan
Publication date: 20 July 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2010.03.013
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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Cites Work
- Adapted solution of a backward stochastic differential equation
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\)
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- Unnamed Item