Multidimensional quadratic and subquadratic BSDEs with special structure-Reference-Cited by-同舟云学术

Multidimensional quadratic and subquadratic BSDEs with special structure

Published:2015-03-26 Issue:5 Volume:87 Page:871-884
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Cheridito Patrick¹,Nam Kihun¹

Affiliation:

1. Princeton University, Princeton, NJ08544, USA

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1013959

Reference19 articles.

1. On measure solutions of backward stochastic differential equations

2. Backward stochastic differential equations with locally Lipschitz coefficient

3. K. Bahlali, E.H. Essaky, and M. Hassani, p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities. Preprint arXiv:1007.2388. 2010. http://arxiv.org/abs/1007.2388.

4. A simple constructive approach to quadratic BSDEs with or without delay

5. BSDEs with terminal conditions that have bounded Malliavin derivative

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