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BSDEs with terminal conditions that have bounded Malliavin derivative · Study

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ArticleBSDEs with terminal conditions that have bounded Malliavin derivative

Patrick Cheridito2013

OA

Articlebronze2013

BSDEs with terminal conditions that have bounded Malliavin derivative

Patrick Cheridito · Kihun Nam

46 citations·0/0 files stored·Journal of Functional Analysis

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Nonlinear Partial Differential Equations

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References

1990Adapted solution of a backward stochastic differential equation 2006The Malliavin Calculus and Related Topics 1997Backward Stochastic Differential Equations in Finance 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations 2006BSDE with quadratic growth and unbounded terminal value 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

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2018Existence and uniqueness results for BSDE with jumps: the whole nine yards 2015On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: The critical case

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2018Existence and uniqueness results for BSDE with jumps: the whole nine yardsarticle · 14 shared references 2015On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: The critical casearticle · 10 shared references 2013A simple constructive approach to quadratic BSDEs with or without delayarticle · 9 shared references 2018A class of globally solvable Markovian quadratic BSDE systems and applicationsarticle · 9 shared references 2012Markovian quadratic and superquadratic BSDEs with an unbounded terminal conditionarticle · 9 shared references 2016Quadratic Reflected BSDEs with Unbounded Obstaclespreprint · 9 shared references

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Year2013

Typearticle

Published2013-12-19

VenueJournal of Functional Analysis

ISSN-L0022-1236

Languageen

Citations46

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jfa.2013.12.004

openalex_workW2000492429

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