کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154421 958388 2009 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
چکیده انگلیسی

In this note we discuss one-dimensional backward stochastic differential equations (BSDEs) with coefficient gg which is uniformly continuous in (y,z)(y,z). As we know, the solution to this kind of BSDE may be non-unique. We prove that, the set of real numbers cc such that the solution of perturbed BSDE with coefficient g+cg+c is non-unique, is at most countable, and we give some necessary and sufficient conditions for the uniqueness for solution to this kind of BSDEs. More importantly, we prove that if gg is independent of yy, the solution of corresponding BSDE is unique.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 79, Issue 4, 15 February 2009, Pages 436–441
نویسندگان
,