Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators (Q6111887)

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scientific article; zbMATH DE number 7722785
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Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators
scientific article; zbMATH DE number 7722785

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    Existence and uniqueness of solutions for multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators (English)
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    4 August 2023
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    reflected BSDEs
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    diagonally quadratic generators
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    BMO martingales
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    comparison theorem
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