Multidimensional quadratic BSDEs with separated generators

被引：11
作者：
Jamneshan, Asgar [1 ]
Kupper, Michael [1 ]
Luo, Peng [2 ]
机构：
[1] Univ Konstanz, Dept Math & Stat, Constance, Germany
[2] Swiss Fed Inst Technol, Dept Math, Zurich, Switzerland
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2017年 / 22卷
关键词：
multidimensional quadratic BSDEs; BMO martingales; STOCHASTIC DIFFERENTIAL-EQUATIONS; UNBOUNDED TERMINAL CONDITION; SUPERQUADRATIC BSDES; GROWTH; GAME; SUM;
D O I：
10.1214/17-ECP87
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the terminal condition or the dependence in the system are small enough.
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页数：10
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