{
  "id": "2208.03715",
  "version": "v1",
  "published": "2022-08-07T13:10:07.000Z",
  "updated": "2022-08-07T13:10:07.000Z",
  "title": "On the uniqueness result for the BSDE with continuous coefficient",
  "authors": [
    "Yufeng Shi",
    "Zhi Yang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-08-07T13:10:07.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "uniqueness result",
      "continuous coefficient",
      "study one-dimensional backward stochastic differential",
      "one-dimensional backward stochastic differential equation",
      "terminal condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}