Abstract
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.
Citation
Asgar Jamneshan. Michael Kupper. Peng Luo. "Multidimensional quadratic BSDEs with separated generators." Electron. Commun. Probab. 22 1 - 10, 2017. https://doi.org/10.1214/17-ECP87
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