Multidimensional quadratic BSDEs with separated generators
Probability
2017-10-24 v4
Abstract
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.
Cite
@article{arxiv.1501.00461,
title = {Multidimensional quadratic BSDEs with separated generators},
author = {Asgar Jamneshan and Michael Kupper and Peng Luo},
journal= {arXiv preprint arXiv:1501.00461},
year = {2017}
}
Comments
this is the final version accepted to be published in ECP