Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs

Fan, SJ; Hu, Y

Fan, SJ (corresponding author), China Univ Min & Technol, Sch Math, Xuzhou 221116, Jiangsu, Peoples R China.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 131 (): 21

Abstract

We first establish the existence of an unbounded solution to a backward stochastic differential equation (BSDE) with generator g allowing a general gr......

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