Some generic properties in backward stochastic differential equations with continuous coefficient

Khaled Bahlali; Brahim Mezerdi

doi:10.1515/mcma.2001.7.1-2.15

Some generic properties in backward stochastic differential equations with continuous coefficient

Khaled Bahlali^*, Brahim Mezerdi

^*Corresponding author for this work

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

5 Scopus citations

Abstract

We prove that in the sense of Baire category, almost all BSDE with bounded continuous coefficients have a unique Solution.

Original language	English
Pages (from-to)	15-19
Number of pages	5
Journal	Monte Carlo Methods and Applications
Volume	7
Issue number	1-2
DOIs	https://doi.org/10.1515/mcma.2001.7.1-2.15
State	Published - Jan 2001
Externally published	Yes

ASJC Scopus subject areas

Statistics and Probability
Applied Mathematics

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title = "Some generic properties in backward stochastic differential equations with continuous coefficient",

abstract = "We prove that in the sense of Baire category, almost all BSDE with bounded continuous coefficients have a unique Solution.",

author = "Khaled Bahlali and Brahim Mezerdi",

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language = "English",

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journal = "Monte Carlo Methods and Applications",

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AU - Mezerdi, Brahim

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N2 - We prove that in the sense of Baire category, almost all BSDE with bounded continuous coefficients have a unique Solution.

AB - We prove that in the sense of Baire category, almost all BSDE with bounded continuous coefficients have a unique Solution.

UR - https://www.scopus.com/pages/publications/0038511978

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DO - 10.1515/mcma.2001.7.1-2.15

M3 - Article

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VL - 7

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EP - 19

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

IS - 1-2

ER -

Some generic properties in backward stochastic differential equations with continuous coefficient

Abstract

ASJC Scopus subject areas

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