On the uniqueness result for the BSDE with deterministic coefficient  

作　　者：Yufeng Shi Zhi Yang 

机构地区：[1]Institute for Financial Studies,Shandong University,Jinan 250100,China [2]School of Mathematics,Shandong University,Jinan 250100,China

出　　处：《Probability, Uncertainty and Quantitative Risk》2023年第3期309-320,共12页概率、不确定性与定量风险（英文）

基　　金：supported by the National Key R&D Program of China(Grant No.2018YFA0703900);the National Natural Science Foundation of China(Grant Nos.11871309,11371226);the Shandong Provincial Natural Science Foundation(Grant No.ZR2019ZD41);supported by the State Scholarship Fund from the China Scholarship Council(Grant No.201906220089)。

摘　　要：In this paper,we study one-dimensional backward stochastic differential f equation(BSDE),whose deterministic coefficient is Lipschitz in y but only continuous in.If the terminal conditionξhas bounded Malliavin derivative,we prove some uniqueness results for the BSDE with quadratic and linear growth in,respectively.

关 键 词：Backward stochastic differential equation Uniqueness result Malliavin calculus 

分 类 号：O21[理学—概率论与数理统计]