Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient

Comparison theorems for solutions of one-dimensional backward stochastic differential equations were established by Peng and Cao-Yan, where the coefficients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coefficient is only continuous.Backward stochastic differential equations Comparison theorem Grownwall's lemma Equi-continuous