Existence result for the BSDE with superquadratic growth

DOI10.1080/03610926.2022.2105363MaRDI QIDQ6089147FDOQ6089147

Authors: Yufeng Shi, Zhi Yang 

Publication date: 17 November 2023

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusbackward stochastic differential equationexistence resultsuperquadratic growth

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The Malliavin Calculus and Related Topics
• BSDE with quadratic growth and unbounded terminal value
• BSDEs with terminal conditions that have bounded Malliavin derivative
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
• A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
• Adapted solution of a backward stochastic differential equation
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• Backward SDEs with superquadratic growth

Cited In (1)

• Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)

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