ON THE UNIQUENESS OF SOLUTIONS TO QUADRATIC BSDES WITH CONVEX GENERATORS AND UNBOUNDED TERMINAL CONDITIONS: THE CRITICAL CASE
Publication status
publishedJournal / series
Discrete and continuous dynamical systemsVolume
Pages
Publisher
American Institute of Mathematical SciencesSubject
Quadratic BSDEs; Convex generators; Unbounded terminal conditions; Critical case; UniquenessNotes
Received March 2013, Revised March 2014, Published May 2015.More
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