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On the uniqueness result for the BSDE with continuous coefficient

Published 7 Aug 2022 in math.PR | (2208.03715v1)

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.

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Authors (2)

  1. Yufeng Shi 
  2. Zhi Yang 

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