Multi-dimensional backward stochastic differential equations of diagonally quadratic generators with a special structure

DOI10.1007/s11401-024-0042-4MaRDI QIDQ6655121

Guang Yang

Publication date: 20 December 2024

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationsBMO martingalediagonally quadratic generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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