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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case - MaRDI portal

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489)

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scientific article; zbMATH DE number 6552471
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English
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
scientific article; zbMATH DE number 6552471

    Statements

    On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (English)
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    9 March 2016
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    quadratic backward stochastic differential equations
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    convex generators
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    unbounded terminal conditions
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    uniqueness
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