{
  "id": "1210.8230",
  "version": "v2",
  "published": "2012-10-31T05:15:53.000Z",
  "updated": "2012-11-02T23:59:23.000Z",
  "title": "Uniqueness of Solutions for Certain Markovian Backward Stochastic Differential Equations",
  "authors": [
    "Coskun Cetin"
  ],
  "comment": "14 pages, including the bibliography",
  "categories": [
    "math.PR",
    "math.AP",
    "math.OC"
  ],
  "abstract": "This paper considers the problem of uniqueness of the solutions to a class of Markovian backward stochastic differential equations (BSDEs) which are also connected to certain nonlinear partial differential equation (PDE) through a probabilistic representation. Assuming that there is a solution to the BSDE or to the corresponding PDE, we use the probabilistic interpretation to show the uniqueness of the solutions, and provide an example of a stochastic control application.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-11-02T23:59:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "49J20"
    ],
    "keywords": [
      "markovian backward stochastic differential equations",
      "uniqueness",
      "nonlinear partial differential equation",
      "stochastic control application",
      "probabilistic representation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.8230C"
    }
  }
}