English

On Quadratic BSDEs with Final Condition in L2

Probability 2016-09-28 v3

Abstract

This thesis consists of three parts. In the first part, we study Lp\mathbb{L}^p solutions of a large class of BSDEs. Existence, comparison theorem, uniqueness and a stability result are proved. In the second part, we establish the solvability of quadratic semimartingale BSDEs. In contrast to current literature, we use Lipschitz-quadratic regularization and obtain the existence and uniqueness results with minimal assumptions. The third part is a brief summary of quadratic semimartingales and the monotone stability result. This provides an alternative proof of monotone stability result for quadratic semimartingales BSDEs.

Keywords

Cite

@article{arxiv.1506.08143,
  title  = {On Quadratic BSDEs with Final Condition in L2},
  author = {Hanlin Yang},
  journal= {arXiv preprint arXiv:1506.08143},
  year   = {2016}
}

Comments

Master Thesis, University of Zurich and ETH Zurich

R2 v1 2026-06-22T10:01:02.772Z