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- W2963205382 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 $Lexp hskip -0.5pt{left (mu sqrt{2log {(1+L)}} right )}hskip -0.5pt$-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." @default.
- W2963205382 created "2019-07-30" @default.
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- W2963205382 date "2018-01-01" @default.
- W2963205382 modified "2023-10-17" @default.
- W2963205382 title "Uniqueness of solution to scalar BSDEs with $Lexp{left (mu sqrt {2log {(1+L)}},right )} $-integrable terminal values" @default.
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- W2963205382 doi "https://doi.org/10.1214/18-ecp166" @default.
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