arXiv:0803.3660 Abstract | arXiv Analytics

arXiv:0803.3660 [math.PR]Abstract References Reviews Resources

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

Published 2008-03-26Version 1

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.

Comments: 6 pages

Categories: math.PR

Subjects: 60H10, 60H30

Keywords: continuous dependence, continuous coefficient, uniqueness, equivalence

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