Related papers: Multidimensional quadratic BSDEs with separated ge…
We construct boundary quantum group generators which, through linear intertwining relations, determine nondiagonal solutions of the boundary Yang-Baxter equation for the cases A^1_{n-1} and A^2_2.
In this paper, we study a scalar linearly growing BSDE with a weakly $L^{1+}$-integrable terminal value. We prove that the BSDE admits a solutionif the terminal value satisfies some $\Psi$-integrability condition, which is weaker than the…
This paper is devoted to a new construction of the two-dimensional sine-Gordon model on bounded domains by a novel normalization technique in the finite ultraviolet regime. Our methodology involves a family of backward stochastic…
In this note, we prove that if $g$ is uniformly continuous in $z$, uniformly with respect to $(\oo,t)$ and independent of $y$, the solution to the backward stochastic differential equation (BSDE) with generator $g$ is unique.
A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…
We study the quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of BMO martingale and change of measure techniques, we obtain stability estimates for the variation of the…
We establish several existence, uniqueness and comparison results for $L^1$ solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under the assumption that the generator $g$ satisfies a one-sided Osgood…
This paper is devoted to obtaining a wellposedness result for multidimensional BSDEs with possibly unbounded random time horizon and driven by a general martingale in a filtration only assumed to satisfy the usual hypotheses, i.e. the…
We obtain existence and uniqueness in L^p, p>1 of the solutions of a backward stochastic differential equations (BSDEs for short) driven by a marked point process, on a bounded interval. We show that the solution of the BSDE can be…
In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…
We investigate the separability of arbitrary dimensional tripartite sys- tems. By introducing a new operator related to transformations on the subsystems a necessary condition for the separability of tripartite systems is presented.
We discuss possibility of upper-bounding dimension of quantum states device-independently. Provided that the states are pure, it is possible to generate certain four states whose dimension is bounded by two.
With an emphasis on generators with quadratic growth in the control variable we consider measure solutions of BSDE, a solution concept corresponding to the notion of risk neutral measure in mathematical finance. In terms of measure…
In this paper, we study the connections between three concepts - the reverse H\"older inequality for matrix-valued martingales, the well-posedness of linear BSDEs with unbounded coefficients, and the well-posedness of quadratic BSDE…
This paper is devoted to the general solvability of anticipated backward stochastic differential equations with quadratic growth by relaxing the assumptions made by Hu, Li, and Wen \cite[Journal of Differential Equations, 270 (2021),…
We consider a one parameter family of a PT symmetric two dimensional system with quadratic non-linearities. Such systems are shown to perform periodic oscillations due to existing centers. We describe this systems by constructing a…
This paper establishes an existence and uniqueness result for the adapted solution of a general time interval multidimensional backward stochastic differential equation (BSDE), where the generator $g$ satisfies a weak…
In a previous work, P. Briand and Y. Hu proved the uniqueness among the solutions which admit every exponential moments. In this paper, we prove that uniqueness holds among solutions which admit some given exponential moments. These…
Uniqueness of the finite element solution for nonmonotone quasilinear problems of elliptic type is established in one and two dimensions. In each case, we prove a comparison theorem based on locally bounding the variation of the discrete…
In this paper, we study the existence and uniqueness of solutions to quadratic Backward Stochastic Differential Equations (QBSDEs for short) with rough driver and square integrable terminal condition. The main idea consists in using both…