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

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Author
Delbaen, Freddy
Hu, Ying
Richou, Adrien
Date
2015-11
Type
  • Journal Article
Publication status
published
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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 2 times in Web of Science
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