On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications
نویسندگان
چکیده
This paper investigates multidimensional extended type-I BSVIEs and infinite families of BSDEs in the case quadratic generators. We establish existence uniqueness results fully as well Lipschitz-quadratic As a preliminary step, we well-posedness class BSDEs, introduced Hernández Possamaï (2021), which are interest their own right. Our approach relies on strategy developed by Tevzadze (2008) for treatment Lipschitz (2021). also present discuss type flow property satisfied this family BSVIEs. motivate analysis both these objects series practical applications.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2023
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2023.05.001