On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Idioma
en
Chapitre d'ouvrage
Este ítem está publicado en
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
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
Backward stochastic differential equations
generator of quadratic growth
unbounded terminal condition
uniqueness result