Solvability of some quadratic BSDEs without exponential moments (Q2376627): Difference between revisions

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Revision as of 13:13, 6 July 2024

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Solvability of some quadratic BSDEs without exponential moments
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    Solvability of some quadratic BSDEs without exponential moments (English)
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    24 June 2013
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    quadratic backward stochastic differential equations
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    square integrable terminal condition
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    exponential moments
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    Itō's formula
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