On the uniqueness of solutions to quadratic BSDEs with non-convex generators (Q5038291)
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scientific article; zbMATH DE number 7594957
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| English | On the uniqueness of solutions to quadratic BSDEs with non-convex generators |
scientific article; zbMATH DE number 7594957 |
Statements
On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators (English)
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30 September 2022
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backward stochastic differential equations
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generator of quadratic growth
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unbounded terminal condition
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uniqueness result
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0.9548315405845642
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0.9178662300109864
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0.907223105430603
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0.8994274139404297
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