On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 5897750 / rank | |||
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backward stochastic differential equations (BSDEs) | |||
| Property / zbMATH Keywords: backward stochastic differential equations (BSDEs) / rank | |||
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nonlinear expectation | |||
| Property / zbMATH Keywords: nonlinear expectation / rank | |||
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time consistency | |||
| Property / zbMATH Keywords: time consistency / rank | |||
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Revision as of 09:19, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions |
scientific article |
Statements
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (English)
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19 May 2011
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backward stochastic differential equations (BSDEs)
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nonlinear expectation
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time consistency
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