Multidimensional quadratic BSDEs with separated generators

2014/12/28 by Asgar Jamneshan, Jamneshan, Asgar, Michael Kupper +3 · 1 citation
Mathematics · #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1501.00461

openalex publication_date 2014/12/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the terminal condition or the dependence in the system are small enough.

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