ON THE UNIQUENESS OF SOLUTIONS TO QUADRATIC BSDES WITH CONVEX GENERATORS AND UNBOUNDED TERMINAL CONDITIONS: THE CRITICAL CASE - Research Collection

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Author

Delbaen, Freddy

Hu, Ying

Richou, Adrien

Date

2015-11

Type

Journal Article

Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.3934/dcds.2015.35.5273

Journal / series

Discrete and continuous dynamical systems

Volume

35(11)

Pages / Article No.

5273 - 5283

Publisher

American Institute of Mathematical Sciences

Subject

Quadratic BSDEs; Convex generators; Unbounded terminal conditions; Critical case; Uniqueness

Notes

Received March 2013, Revised March 2014, Published May 2015.

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Citations

Cited 1 times in Web of Science

ETH Bibliography

yes

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