Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (Q2094573)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
scientific article

    Statements

    Radner equilibrium and systems of quadratic BSDEs with discontinuous generators (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    31 October 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    backward stochastic differential equations
    0 references
    systems of BSDEs
    0 references
    discontinuous generator
    0 references
    quadratic nonlinearities
    0 references
    general equilibrium
    0 references
    backward uniqueness
    0 references
    unique continuation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references