Abstract
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.
Citation
Rainer Buckdahn. Ying Hu. Shanjian Tang. "Uniqueness of solution to scalar BSDEs with $L\exp{\left (\mu \sqrt {2\log {(1+L)}}\,\right )} $-integrable terminal values." Electron. Commun. Probab. 23 1 - 8, 2018. https://doi.org/10.1214/18-ECP166
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