Yufeng Shi, Zhi Yang
Published 2022-08-07Version 1
In this paper, we study one-dimensional backward stochastic differential equation (BSDE, for short), whose coefficient $f$ is Lipschitz in $y$ but only continuous in $z$. In addition, if the terminal condition $\xi$ has bounded Malliavin derivative, we prove some uniqueness results for the BSDE with quadratic and linear growth in $z$, respectively.
A general existence and uniqueness result on multidimensional BSDEs
Reflected Backward Stochastic Differential Equations with Continuous Coefficient and L^2 Barriers
BSDEs with terminal conditions that have bounded Malliavin derivative
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