Multidimensional quadratic BSDEs with separated generators

Jamneshan, Asgar; Kupper, Michael; Luo, Peng

Multidimensional quadratic BSDEs with separated generators

Dateien

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Datum

2017

Publikationstyp

Zeitschriftenartikel

Publikationsstatus

Published

Erschienen in

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.

Fachgebiet (DDC)

510 Mathematik

Zitieren

ISO 690

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-ECP87

BibTex

@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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