Article1998

Existence for BSDE with superlinear–quadratic coefficient

130 citations0/0 files storedStochastics and stochastics reports

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

Abstract

We prove the existence of a solution for ome dimensionel BSDE when the coefficient is continuous, it has a superlinear growth in ‘y’ and quadratic growth in ‘z’

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 130 citations exist upstream.

References

1990Adapted solution of a backward stochastic differential equation 1997Backward stochastic differential equations with continuous coefficient

Cited by

2009CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY 2013Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs 2005Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection 2007BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces 2002Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean–variance hedging 1999BSDEs with polynomial growth generators 2012Insider Trading, Stochastic Liquidity and Equilibrium Prices 2017Stochastic optimal control via forward and backward stochastic differential equations and importance sampling

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.