Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573)
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scientific article
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| English | Radner equilibrium and systems of quadratic BSDEs with discontinuous generators |
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Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (English)
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31 October 2022
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backward stochastic differential equations
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systems of BSDEs
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discontinuous generator
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quadratic nonlinearities
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general equilibrium
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backward uniqueness
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unique continuation
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0.8090441823005676
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0.7957249283790588
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0.783333420753479
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0.7763543725013733
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