Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result

DOI10.1016/j.jde.2023.05.041arXiv2007.04481MaRDI QIDQ6102672

Ying Hu, Shanjian Tang, Sheng-Jun Fan

Publication date: 23 June 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04481

zbMATH Keywords

BMO martingaleconvex generatorunbounded terminal valuediagonally quadratic generatormulti-dimensional BSDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Stochastic linear-quadratic control with a jump and regime switching on a random horizon ⋮ Existence of an equilibrium with limited participation ⋮ General mean reflected backward stochastic differential equations

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