Multidimensional quadratic BSDEs with separated generators
From MaRDI portal
Publication:2411781
DOI10.1214/17-ECP87zbMath1386.60201arXiv1501.00461OpenAlexW2964227566MaRDI QIDQ2411781
Asgar Jamneshan, Peng Luo, Michael Kupper
Publication date: 25 October 2017
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.00461
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (17)
A characterization of solutions of quadratic BSDEs and a new approach to existence ⋮ Equilibrium Pricing Under Relative Performance Concerns ⋮ Backward propagation of chaos ⋮ One dimensional BSDEs with logarithmic growth application to PDEs ⋮ Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result ⋮ Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators ⋮ On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications ⋮ Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators ⋮ A type of globally solvable BSDEs with triangularly quadratic generators ⋮ Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes ⋮ A stability approach for solving multidimensional quadratic BSDEs ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Contracting Theory with Competitive Interacting Agents ⋮ Multidimensional Markovian FBSDEs with super-quadratic growth ⋮ Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach ⋮ Multi-dimensional backward stochastic differential equations of diagonally quadratic generators ⋮ Булевозначный подход к анализу условного риска
This page was built for publication: Multidimensional quadratic BSDEs with separated generators
