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hal.structure.identifierLaboratoire de Mathématiques [LAMA]
dc.contributor.authorBRIAND, Philippe
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorRICHOU, Adrien
dc.date.accessioned2024-04-04T03:07:01Z
dc.date.available2024-04-04T03:07:01Z
dc.date.issued2019-09-01
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/193397
dc.description.abstractEnIn 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 in the unbounded case when the terminal condition and the generator depend on the path of a forward stochastic differential equation. Some of these results are based on strong estimates on Z that are interesting on their own and could be applied in other situations.
dc.language.isoen
dc.publisherSpringer
dc.source.titleFrontiers in stochastic analysis - BSDEs, SPDEs and their applications
dc.subject.enBackward stochastic differential equations
dc.subject.engenerator of quadratic growth
dc.subject.enunbounded terminal condition
dc.subject.enuniqueness result
dc.title.enOn the uniqueness of solutions to quadratic BSDEs with non-convex generators
dc.typeChapitre d'ouvrage
dc.identifier.doi10.1007/978-3-030-22285-7_3
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.page89--107
bordeaux.volume289
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.title.proceedingFrontiers in stochastic analysis - BSDEs, SPDEs and their applications
hal.identifierhal-01673587
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-01673587v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.btitle=Frontiers%20in%20stochastic%20analysis%20-%20BSDEs,%20SPDEs%20and%20their%20applications&rft.date=2019-09-01&rft.volume=289&rft.spage=89--107&rft.epage=89--107&rft.au=BRIAND,%20Philippe&RICHOU,%20Adrien&rft.genre=unknown


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