The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
نویسندگان
چکیده
منابع مشابه
Solvability of Backward Stochastic Differential Equations with quadratic growth
In this paper we show a general result of existence and uniqueness of Backward Stochastic Differential Equation (BSDE) with quadratic growth driven by continuous martingale. Backward stochastic differential equations have been introduced by Bismut [1] for the linear case as equations of the adjoint process in the stochastic maximum principle. A nonlinear BSDE (with Bellman generator) was first ...
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ژورنال
عنوان ژورنال: Probability, Uncertainty and Quantitative Risk
سال: 2019
ISSN: 2367-0126
DOI: 10.1186/s41546-019-0037-3