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Uniqueness of solution to scalar BSDEs with $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values. (arXiv:1805.06246v1 [math.PR])

来源于:arXiv
In [4], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) if the terminal value is $L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}$-integrable with the positive parameter $\mu$ being bigger than a critical value $\mu\_0$. In this note, we give the uniqueness result for the preceding BSDE. 查看全文>>

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