Prevalence of backward stochastic differential equations with unique solution

K. Bahlali; B. Mezerdi; Y. Ouknine

doi:10.1155/S1048953304306027

Prevalence of backward stochastic differential equations with unique solution

K. Bahlali^*, B. Mezerdi, Y. Ouknine

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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 L²-convergence of their associated successive approximations.

Original language	English
Pages (from-to)	123-136
Number of pages	14
Journal	Journal of Applied Mathematics and Stochastic Analysis
Volume	2004
Issue number	2
DOIs	https://doi.org/10.1155/S1048953304306027
State	Published - 2004

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

Access to Document

10.1155/S1048953304306027

Cite this

@article{38a13dad788f4adda8c5158c5128f4a2,

title = "Prevalence of backward stochastic differential equations with unique solution",

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 L2-convergence of their associated successive approximations.",

author = "K. Bahlali and B. Mezerdi and Y. Ouknine",

year = "2004",

doi = "10.1155/S1048953304306027",

language = "English",

volume = "2004",

pages = "123--136",

journal = "Journal of Applied Mathematics and Stochastic Analysis",

issn = "1048-9533",

publisher = "Hindawi Publishing Corporation",

number = "2",

}

TY - JOUR

T1 - Prevalence of backward stochastic differential equations with unique solution

AU - Bahlali, K.

AU - Mezerdi, B.

AU - Ouknine, Y.

PY - 2004

Y1 - 2004

N2 - 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 L2-convergence of their associated successive approximations.

AB - 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 L2-convergence of their associated successive approximations.

UR - https://www.scopus.com/pages/publications/34547583231

U2 - 10.1155/S1048953304306027

DO - 10.1155/S1048953304306027

M3 - Article

AN - SCOPUS:34547583231

SN - 1048-9533

VL - 2004

SP - 123

EP - 136

JO - Journal of Applied Mathematics and Stochastic Analysis

JF - Journal of Applied Mathematics and Stochastic Analysis

IS - 2

ER -

Prevalence of backward stochastic differential equations with unique solution

Abstract

ASJC Scopus subject areas

Access to Document

Fingerprint

Cite this