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The Equivalence between Uniqueness and Continuous Dependence of Solution for BDSDEs
Published 14 May 2010 in math.PR | (1005.2477v1)
Abstract: In this paper, we prove that, if the coefficient f = f(t; y; z) of backward doubly stochastic differential equations (BDSDEs for short) is assumed to be continuous and linear growth in (y; z); then the uniqueness of solution and continuous dependence with respect to the coefficients f, g and the terminal value are equivalent.
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