Multidimensional quadratic BSDEs with separated generators

作者:Jamneshan, Asgar; Kupper, Michael; Luo, Peng*
来源:Electronic Communications in Probability, 2017, 22(0): 58.
DOI:10.1214/17-ECP87

摘要

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.

  • 出版日期2017