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  • 标题:Uniqueness of solution to scalar BSDEs with $L\exp{\left (\mu \sqrt {2\log {(1+L)}}\,\right )} $-integrable terminal values
  • 本地全文:下载
  • 作者:Rainer Buckdahn ; Ying Hu ; Shanjian Tang
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2018
  • 卷号:23
  • DOI:10.1214/18-ECP166
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In [5], the existence of the solution is proved for a scalar linearly growing backward stochastic differential equation (BSDE) if the terminal value is $L\exp \hskip -0.5pt{\left (\mu \sqrt{2\log {(1+L)}} \right )}\hskip -0.5pt$-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.
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