Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014)

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Multidimensional quadratic and subquadratic BSDEs with special structure
scientific article

    Statements

    title
    Multidimensional quadratic and subquadratic BSDEs with special structure (English)
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    author
    Patrick Cheridito
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    Kihun Nam
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    published in
    Stochastics
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    publication date
    27 April 2016
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    zbMATH Keywords
    backward stochastic differential equations
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    quadratic growth
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    strictly subquadratic growth
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H20
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    60H05
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    zbMATH DE Number
    6574562
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    OpenAlex ID
    W2018884111
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    arXiv ID
    1309.6716
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