Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
From MaRDI portal
Publication:4687200
DOI10.1142/S021949371850034XzbMath1401.60115OpenAlexW2746069356MaRDI QIDQ4687200
Publication date: 11 October 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021949371850034x
backward stochastic differential equationbounded solutionquadratic growthgeneral time intervalstochastic condition
Related Items (4)
General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition ⋮ Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
Cites Work
- Unnamed Item
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- Optimal stochastic control, stochastic target problems, and backward SDE.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
- Adapted solution of a backward stochastic differential equation
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
- A uniqueness theorem for the solution of backward stochastic differential equations
- BSDE with quadratic growth and unbounded terminal value
- A simple constructive approach to quadratic BSDEs with or without delay
- \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Utility maximization in incomplete markets
- Existence for BSDE with superlinear–quadratic coefficient
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
This page was built for publication: Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
