A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488)

This paper is mainly focused on the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. Though adopting the contraction mapping argument, the author showed that the type of triangularly quadratic BSDEs admits a unique local solution on a small time interval whenever the terminal value is bounded. In addition, by stitching local solutions, the global solution on the whole time interval was studied and solvability results were given.