Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200): Difference between revisions

Latest revision as of 10:15, 30 July 2024

scientific article; zbMATH DE number 6951545

Language	Label	Description	Also known as
English	Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions	scientific article; zbMATH DE number 6951545

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instance of

scholarly article

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title

Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (English)

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Stochastics and Dynamics

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publication date

11 October 2018

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zbMATH Keywords

backward stochastic differential equation

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general time interval

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bounded solution

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stochastic condition

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quadratic growth

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MaRDI profile type

MaRDI publication profile

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cites work

Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

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A simple constructive approach to quadratic BSDEs with or without delay

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BSDE with quadratic growth and unbounded terminal value

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Quadratic BSDEs with convex generators and unbounded terminal conditions

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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

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Q4357500

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Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators

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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions

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Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators

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Utility maximization in incomplete markets

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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

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A uniqueness theorem for the solution of backward stochastic differential equations

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Existence for BSDE with superlinear–quadratic coefficient

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Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem

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Adapted solution of a backward stochastic differential equation

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Optimal stochastic control, stochastic target problems, and backward SDE.

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\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition

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full work available at URL

https://doi.org/10.1142/s021949371850034x

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Identifiers

zbMATH Open document ID

1401.60115

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DOI

10.1142/S021949371850034X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4687200

@@ Property / author @@
-Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
-Normal rank
@@ Property / author @@
+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+A simple constructive approach to quadratic BSDEs with or without delay
+Normal rank
@@ Property / cites work @@
+BSDE with quadratic growth and unbounded terminal value
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
+Normal rank
@@ Property / cites work @@
+Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
+Normal rank
@@ Property / cites work @@
+Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
+Normal rank
@@ Property / cites work @@
+A uniqueness theorem for the solution of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Existence for BSDE with superlinear–quadratic coefficient
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021949371850034x
+Normal rank
@@ Property / OpenAlex ID @@
+W2746069356
@@ Property / OpenAlex ID: W2746069356 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4687200