A new existence result for second-order BSDEs with quadratic growth and their applications
DOI10.1080/17442508.2015.1044531zbMATH Open1337.60126arXiv1301.0457OpenAlexW3123681208MaRDI QIDQ2803415FDOQ2803415
Authors: Yiqing Lin 
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.0457
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Cites Work
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Cited In (11)
- Representation of solutions to 2BSDEs in an extended monotonicity setting
- Title not available (Why is that?)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes
- Representation of solutions to quadratic 2BSDEs with unbounded terminal values
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application
- Second order backward stochastic differential equations with quadratic growth
- Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients
- Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
- Solvability of a class of mean-field BSDEs with quadratic growth
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