Solvability of a class of mean-field BSDEs with quadratic growth-Reference-Cited by-同舟云学术

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Solvability of a class of mean-field BSDEs with quadratic growth

Published:2022-12 Issue: Volume:191 Page:109652
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Hao Tao,Wen Jiaqiang,Xiong Jie

Funder

Southern University of Science and Technology

Basic and Applied Basic Research Foundation of Guangdong Province

Youth Innovation Technology Project of Higher School in Shandong Province

Natural Science Foundation of Shandong Province

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference30 articles.

1. Quadratic BSDE with L2-terminal data: Krylov’s estimate, Itô-Krylov’s formula and existence results;Bahlali;Ann. Probab.,2017

2. Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs;Barrieu;Ann. Probab.,2013

3. BSDEs with mean reflection;Briand;Ann. Appl. Probab.,2018

4. BSDE with quadratic growth and unbounded terminal value;Briand;Probab. Theory Related Fields,2006

5. Quadratic BSDEs with convex generators and unbounded terminal conditions;Briand;Probab. Theory Related Fields,2008

Cited by 1 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

1. Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients;Statistics & Probability Letters;2023-02

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