A stability approach for solving multidimensional quadratic BSDEs (Q1721997)

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Language	Label	Description	Also known as
English	A stability approach for solving multidimensional quadratic BSDEs	scientific article

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scholarly article

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A stability approach for solving multidimensional quadratic BSDEs (English)

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Jonathan Harter

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Electronic Journal of Probability

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publication date

14 February 2019

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full work available at URL

https://arxiv.org/abs/1606.08627

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https://projecteuclid.org/euclid.ejp/1549616425

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zbMATH Keywords

BSDEs

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quadratic BSDEs

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martingales

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MaRDI profile type

MaRDI publication profile

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Probability, Convexity, and Harmonic Maps with Small Image I: Uniqueness and Fine Existence

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The Malliavin Calculus and Related Topics

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Barycenters and martingales on a manifold

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Adapted solution of a backward stochastic differential equation

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Solvability of backward stochastic differential equations with quadratic growth

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Identifiers

zbMATH Open document ID

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10.1214/18-EJP260

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1721997

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