On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Langue
en
Chapitre d'ouvrage
Ce document a été publié dans
Frontiers in stochastic analysis - BSDEs, SPDEs and their applications, Frontiers in stochastic analysis - BSDEs, SPDEs and their applications. 2019-09-01, vol. 289, p. 89--107
Springer
Résumé en anglais
In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained ...Lire la suite >
Mots clés en anglais
Backward stochastic differential equations
generator of quadratic growth
unbounded terminal condition
uniqueness result