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2017 Multidimensional quadratic BSDEs with separated generators
Asgar Jamneshan, Michael Kupper, Peng Luo
Electron. Commun. Probab. 22: 1-10 (2017). DOI: 10.1214/17-ECP87

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

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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

Information

Received: 11 November 2016; Accepted: 11 September 2017; Published: 2017
First available in Project Euclid: 18 October 2017

zbMATH: 06797811
MathSciNet: MR3718708
Digital Object Identifier: 10.1214/17-ECP87

Subjects:
Primary: 60H10, 60H30

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