Prevalence of backward stochastic differential equations with unique solution

K. Bahlali, B. Mezerdi and Y. Ouknine

International Journal of Stochastic Analysis, 2004, vol. 2004, 1-14

Abstract:

We prove that in the sense of Baire category, almost all backward stochastic differential equations (BSDEs) with bounded and continuous coefficient have the properties of existence and uniqueness of solutions as well as the continuous dependence of solutions on the coefficient and the L 2 -convergence of their associated successive approximations.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:641624

DOI: 10.1155/S1048953304306027

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