Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287)

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English	Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions	scientific article

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title

Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (English)

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Stochastic Processes and their Applications

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publication date

7 October 2022

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full work available at URL

https://arxiv.org/abs/2101.11413

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zbMATH Keywords

quadratic \(G\)-BSDEs

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unbounded terminal value

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convex generator

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MaRDI profile type

MaRDI publication profile

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cites work

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Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation

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Identifiers

zbMATH Open document ID

1503.60067

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DOI

10.1016/j.spa.2022.08.005

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2080287