Representation of solutions to quadratic 2BSDEs with unbounded terminal values

DOI10.1016/j.spl.2024.110191zbMath1543.60066MaRDI QIDQ6589434

Mun-Chol Kim, H. J. Hwang, Kon-Gun Kim

Publication date: 19 August 2024

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

zbMATH Keywords

representation formulaquadratic growthsecond order backward stochastic differential equationsquasi sureunbounded terminal value

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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