Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients

DOI10.1016/j.spl.2008.09.012zbMath1157.60328OpenAlexW2004760878MaRDI QIDQ1004256

Guangyan Jia

Publication date: 2 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.012

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions ⋮ Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator ⋮ A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations ⋮ Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) ⋮ L^pSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients ⋮ A general comparison theorem for backward stochastic differential equations

Cites Work

• Adapted solution of a backward stochastic differential equation
• On the set of solutions of a BSDE with continuous coefficient
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Backward stochastic differential equations with locally Lipschitz coefficient
• Backward Stochastic Differential Equations in Finance
• Existence for BSDE with superlinear–quadratic coefficient
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