Funder
the National Natural Science Foundation of China
the Fundamental Research Funds for the Central Universities
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference41 articles.
1. Bahlali, K., Essaky, E., Hassani, M.: Multidimensional BSDEs with super-linear growth coefficient: application to degenerate systems of semilinear PDEs. C. R. Acad. Sci. Paris. Ser. I 348, 677–682 (2010)
2. Briand, Ph., Delyon, B., Hu, Y.: BSDEs with integrable parameters. Preprint 02-20, IRMAR, Universite Rennes (2002)
3. Briand, Ph., Delyon, B., Hu, Y., Pardoux, E., Stoica, L.: $$L^p$$ L p solutions of backward stochastic differential equations. Stoch. Process. Appl. 108, 109–129 (2003)
4. Briand, Ph., Hu, Y.: BSDE with quadratic growth and unbounded terminal value. Probab. Theory Relat. Fields 136, 604–618 (2006)
5. Briand, Ph., Hu, Y.: Quadratic BSDEs with convex generators and unbounded terminal conditions. Probab. Theory Relat. Fields 141, 543–567 (2008)
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献