Prevalence of backward stochastic differential equations with unique solution (Q1774439)
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scientific article; zbMATH DE number 2166658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prevalence of backward stochastic differential equations with unique solution |
scientific article; zbMATH DE number 2166658 |
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Prevalence of backward stochastic differential equations with unique solution (English)
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9 May 2005
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The authors prove that Baire-almost all backward stochastic differential equations with bounded and continuous coefficients have the properties of existence, uniqueness, continuous dependence of solutions on coefficients and \(L^2\)-convergence of their associated successive approximations.
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