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A uniqueness theorem for solution of BSDEs

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 نشر من قبل Guangyan Jia
 تاريخ النشر 2008
  مجال البحث
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 تأليف Guangyan Jia




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In this note, we prove that if $g$ is uniformly continuous in $z$, uniformly with respect to $(oo,t)$ and independent of $y$, the solution to the backward stochastic differential equation (BSDE) with generator $g$ is unique.



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