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math.PR2008★ 4 cited
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
Guangyan Jia, Zhiyong Yu
In this paper, we will prove that, if the coefficient of a BSDE is assumed to be continuous and linear growth in , then the uniqueness of solution and continuou…
math.PR2008★ 2 cited
A uniqueness theorem for solution of BSDEs
Guangyan Jia
In this note, we prove that if is uniformly continuous in , uniformly with respect to $(\oo,t)$ and independent of , the solution to the backward stochastic differential…
math.PR2008
Jensen's Inequality for g-Convex Function under g-Expectation
Guangyan Jia, Shige Peng
A real valued function defined on} {\small is called}{\small --convex if it satisfies the following \textquotedblleft generalized Jensen's inequality\textquotedblrig…