摘要
In this paper,we study one-dimensional backward stochastic differential f equation(BSDE),whose deterministic coefficient is Lipschitz in y but only continuous in.If the terminal conditionξhas bounded Malliavin derivative,we prove some uniqueness results for the BSDE with quadratic and linear growth in,respectively.
基金
supported by the National Key R&D Program of China(Grant No.2018YFA0703900)
the National Natural Science Foundation of China(Grant Nos.11871309,11371226)
the Shandong Provincial Natural Science Foundation(Grant No.ZR2019ZD41)
supported by the State Scholarship Fund from the China Scholarship Council(Grant No.201906220089)。
