Journal of Applied Mathematics and Stochastic Analysis
Volume 2004 (2004), Issue 2, Pages 123-136
doi:10.1155/S1048953304306027
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.