Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditions
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Cites work
- L^p solutions of backward stochastic differential equations.
- A simple constructive approach to quadratic BSDEs with or without delay
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with continuous coefficient
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- BSDE with quadratic growth and unbounded terminal value
- Continuous exponential martingales and BMO
- Existence for BSDE with superlinear–quadratic coefficient
- scientific article; zbMATH DE number 1563401 (Why is no real title available?)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
- Utility maximization in incomplete markets
Cited in
(6)- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models
- Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions
- scientific article; zbMATH DE number 7606273 (Why is no real title available?)
- Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
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