On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (Q784360)
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scientific article; zbMATH DE number 7226780
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| English | On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions |
scientific article; zbMATH DE number 7226780 |
Statements
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions (English)
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3 August 2020
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quadratic backward stochastic differential equation
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Lipschitz perturbation
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0.9548315405845642
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0.91745263338089
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0.903481900691986
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0.8994534015655518
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0.8988112807273865
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