Radner equilibrium and systems of quadratic BSDEs with discontinuous generators-Reference-Cited by-同舟云学术

Radner equilibrium and systems of quadratic BSDEs with discontinuous generators

Published:2022-10-01 Issue:5 Volume:32 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Escauriaza Luis¹,Schwarz Daniel C.²,Xing Hao³

Affiliation:

1. Departamento de Matemáticas, UPV/EHU

2. Mathematics Department, University College London

3. Department of Finance, Questrom School of Business, Boston University

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference77 articles.

1. HU, Y. and TANG, S. (2016). Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Stochastic Process. Appl. 126 1066–1086.

2. KOBYLANSKI, M. (2000). Backward stochastic differential equations and partial differential equations with quadratic growth. Ann. Probab. 28 558–602.

3. AGMON, S. and NIRENBERG, L. (1967). Lower bounds and uniqueness theorems for solutions of differential equations in a Hilbert space. Comm. Pure Appl. Math. 20 207–229.

4. AHLFORS, L. V. (1966). Complex Analysis: An Introduction of the Theory of Analytic Functions of One Complex Variable, 2nd ed. McGraw-Hill, New York–Toronto–London.

5. ALESSANDRINI, G. and VESSELLA, S. (2004). Remark on the strong unique continuation property for parabolic operators. Proc. Amer. Math. Soc. 132 499–501.

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