Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators

DOI10.1016/J.SPL.2022.109495zbMath1487.60111OpenAlexW4221123875MaRDI QIDQ2670782

Hun O, Mun-Chol Kim, Kon-Gun Kim

Publication date: 1 June 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109495

zbMATH Keywords

backward stochastic differential equationgeneral growth conditionweak monotonicity conditionquadratic backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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