Guangyan Jia
Published 2008-02-05Version 1
In this note, we prove that if $g$ is uniformly continuous in $z$, uniformly with respect to $(\oo,t)$ and independent of $y$, the solution to the backward stochastic differential equation (BSDE) with generator $g$ is unique.
Backward Stochastic Differential Equations in Financial Mathematics
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
A note on backward stochastic differential equation with generator $f(y)|z|^2$
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