On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139): Difference between revisions
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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 |
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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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