Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376): Difference between revisions

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+Q4522341
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+\(L^p\) solutions of backward stochastic differential equations.
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+BSDE with quadratic growth and unbounded terminal value
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+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
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+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
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+Backward Stochastic Differential Equations in Finance
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+On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth
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+Utility maximization in incomplete markets
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+Normal rank
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Backward stochastic differential equations with continuous coefficient
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+Existence for BSDE with superlinear–quadratic coefficient
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+Q4263364
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+Normal rank
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+Adapted solution of a backward stochastic differential equation
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