{
  "id": "1805.06246",
  "version": "v1",
  "published": "2018-05-16T11:23:15.000Z",
  "updated": "2018-05-16T11:23:15.000Z",
  "title": "Uniqueness of solution to scalar BSDEs with $L\\exp{\\left(μ \\sqrt{2\\log{(1+L)}}\\,\\right)}$-integrable terminal values",
  "authors": [
    "Rainer Buckdahn",
    "Ying Hu",
    "Shanjian Tang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In [4], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) if the terminal value is $L\\exp{\\left(\\mu \\sqrt{2\\log{(1+L)}}\\,\\right)}$-integrable with the positive parameter $\\mu$ being bigger than a critical value $\\mu\\_0$. In this note, we give the uniqueness result for the preceding BSDE.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-05-16T11:23:15.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "integrable terminal values",
      "scalar bsdes",
      "uniqueness",
      "growing backward stochastic differential equation",
      "scalar linearly growing backward stochastic"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}