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

2008/03/26 by Guangyan Jia, Zhiyong Yu, Jia, Guangyan +1
Mathematics · #60H10 #60H30 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60H10 #msc:60H30

paper · pdf · doi:10.48550/arxiv.0803.3660

6 pages

arxiv created 2008/03/26 · arxiv updated 2009/12/01

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 ξ are equivalent.

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