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

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

2008-03-26

arxiv.org/abs/0803.3660v1

Mathematics

Probability

6 pages

Scientific paper

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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