Existence result for the BSDE with superquadratic growth

DOI10.1080/03610926.2022.2105363MaRDI QIDQ6089147

Zhi Yang, Yu-feng Shi

Publication date: 17 November 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusbackward stochastic differential equationexistence resultsuperquadratic growth

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
• A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
• Adapted solution of a backward stochastic differential equation
• Backward SDEs with superquadratic growth
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• BSDE with quadratic growth and unbounded terminal value
• BSDEs with terminal conditions that have bounded Malliavin derivative
• The Malliavin Calculus and Related Topics

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