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scientific article; zbMATH DE number 7606273

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7606273

Statements

scholarly article

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publication date

24 October 2022

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full work available at URL

https://gradmath.org/2020/10/05/a-domination-method-for-solving-unbounded-quadratic-bsdes/

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zbMATH Keywords

unbounded quadratic BSDEs

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MaRDI profile type

MaRDI publication profile

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On measure solutions of backward stochastic differential equations

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Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

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Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs

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Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

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Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

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Solvability of some quadratic BSDEs without exponential moments

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Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results

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One dimensional BSDEs with logarithmic growth application to PDEs

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Conjugate convex functions in optimal stochastic control

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BSDE with quadratic growth and unbounded terminal value

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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

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Backward stochastic differential equation with local time

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Wiener functionals as Ito integrals

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Stochastic Differential Utility

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Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets

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General existence results for reflected BSDE and BSDE

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Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth

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Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case

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QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Backward stochastic differential equations with continuous coefficient

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Existence for BSDE with superlinear–quadratic coefficient

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Adapted solution of a backward stochastic differential equation

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Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

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Solvability of backward stochastic differential equations with quadratic growth

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5044125

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