On the set of solutions of a BSDE with continuous coefficient
Guangyan Jia, Shigē Péng · Comptes Rendus Mathématique · 2007
In this Note we prove that, if the coefficient g = g ( t , y , z ) of a one-dimensional BSDE is assumed to be continuous and of linear growth in ( y , z ) , then there exists either one or uncountably many solutions.