Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value

DOI10.1214/23-BJPS595MaRDI QIDQ6128486zbMATH OpenFDO

Authors Ji-Gwon Pak, M. C. Kim, Kon-Gun Kim

Publication date 15 April 2024

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationanticipated backward stochastic differential equationquadratic generatorunbounded terminal value

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Well-posedness for anticipated backward stochastic Schrödinger equations

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