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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
| hal.structure.identifier | Department of Mathematics [Department of Mathematics] | |
| dc.contributor.author | DELBAEN, Freddy | |
| hal.structure.identifier | Institut de Recherche Mathématique de Rennes [IRMAR] | |
| dc.contributor.author | HU, Ying | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | RICHOU, Adrien | |
| dc.date.accessioned | 2024-04-04T03:19:25Z | |
| dc.date.available | 2024-04-04T03:19:25Z | |
| dc.date.issued | 2015 | |
| dc.identifier.issn | 1078-0947 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194508 | |
| dc.description.abstractEn | 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 the uniqueness holds among solutions whose exponentials are $L^\gamma$ under the additional assumption that the generator is strongly convex. | |
| dc.description.sponsorship | Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation - ANR-11-LABX-0020 | |
| dc.language.iso | en | |
| dc.publisher | American Institute of Mathematical Sciences | |
| dc.subject.en | unbounded terminal conditions | |
| dc.subject.en | Quadratic BSDEs | |
| dc.subject.en | convex generators | |
| dc.subject.en | critical case | |
| dc.subject.en | Uniqueness | |
| dc.title.en | On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.3934/dcds.2015.35.5273 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1303.4859 | |
| bordeaux.journal | Discrete and Continuous Dynamical Systems - Series A | |
| bordeaux.page | 5273-5283 | |
| bordeaux.volume | 35 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 11 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00802330 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00802330v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Discrete%20and%20Continuous%20Dynamical%20Systems%20-%20Series%20A&rft.date=2015&rft.volume=35&rft.issue=11&rft.spage=5273-5283&rft.epage=5273-5283&rft.eissn=1078-0947&rft.issn=1078-0947&rft.au=DELBAEN,%20Freddy&HU,%20Ying&RICHOU,%20Adrien&rft.genre=article |
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