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SIAM Journal on Control and Optimization· 2026Q1

Uniqueness of Adapted Solutions to Scalar BSDEs with Peano-Type Generators

Shengjun Fan, Ying Hu, Shanjian Tang

Short summary

This paper proves the uniqueness of adapted solutions for scalar backward stochastic differential equations (BSDEs) with Peano-type generators when the terminal value is almost surely positive.

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FinanceEconomics, Econometrics and Finance