On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
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Publication:5038291
DOI10.1007/978-3-030-22285-7_3zbMath1498.60201arXiv1801.00157OpenAlexW2781624914MaRDI QIDQ5038291
Philippe Briand, Adrien Richou
Publication date: 30 September 2022
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.00157
backward stochastic differential equationsuniqueness resultunbounded terminal conditiongenerator of quadratic growth
Related Items (4)
On the uniqueness result for the BSDE with deterministic coefficient ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Backward stochastic differential equations with unbounded generators ⋮ Obliquely reflected backward stochastic differential equations
Cites Work
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