Splitting multidimensional BSDEs and finding local equilibria (Q402721): Difference between revisions

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-.1016/j.spa.2014.03.004
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+A simple constructive approach to quadratic BSDEs with or without delay
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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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+A financial market with interacting investors: does an equilibrium exist?
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+Utility maximization in incomplete markets
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+Continuous exponential martingales and BMO
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Adapted solution of a backward stochastic differential equation
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+Q4892168
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+The chain store paradox
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+Solvability of backward stochastic differential equations with quadratic growth
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+.1016/J.SPA.2014.03.004
@@ Property / DOI: 10.1016/J.SPA.2014.03.004 / rank @@
+Normal rank