On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
Langue
en
Article de revue
Ce document a été publié dans
Discrete and Continuous Dynamical Systems - Series A. 2015, vol. 35, n° 11, p. 5273-5283
American Institute of Mathematical Sciences
Résumé en anglais
In [3], the authors proved that uniqueness holds among solutions whose exponentials are $L^p$ with $p$ bigger than a constant $\gamma$ ($p>\gamma$). In this paper, we consider the critical case: $p=\gamma$. We prove that ...Lire la suite >
Mots clés en anglais
unbounded terminal conditions
Quadratic BSDEs
convex generators
critical case
Uniqueness
Project ANR
Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation - ANR-11-LABX-0020