Publikation: Multidimensional quadratic BSDEs with separated generators
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2017
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Electronic Communications in Probability. 2017, 22, 58. eISSN 1083-589X. Available under: doi: 10.1214/17-ECP87
Zusammenfassung
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the terminal condition or the dependence in the system are small enough.
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510 Mathematik
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JAMNESHAN, Asgar, Michael KUPPER, Peng LUO, 2017. Multidimensional quadratic BSDEs with separated generators. In: Electronic Communications in Probability. 2017, 22, 58. eISSN 1083-589X. Available under: doi: 10.1214/17-ECP87BibTex
@article{Jamneshan2017Multi-40880,
year={2017},
doi={10.1214/17-ECP87},
title={Multidimensional quadratic BSDEs with separated generators},
volume={22},
journal={Electronic Communications in Probability},
author={Jamneshan, Asgar and Kupper, Michael and Luo, Peng},
note={Article Number: 58}
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