Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value

DOI10.1214/23-BJPS595MaRDI QIDQ6128486FDOQ6128486

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)

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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)

Cited In (1)

• Well-posedness for anticipated backward stochastic Schrödinger equations

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