One Kind of Multiple Dimensional Markovian BSDEs with Stochastic Linear Growth Generators

2015/01/13 by Rui Mu, Zhen Wu, Mu, Rui +1
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1501.02987

arXiv admin note: text overlap with arXiv:1412.1213

arxiv created 2015/01/13 · arxiv updated 2015/01/14

Abstract

In this article, we deal with a multiple dimensional coupled Markovian BSDEs system with stochastic linear growth generators with respect to volatility processes. An existence result is provided by using approximation techniques.

Citations

• Risk-sensitive Nonzero-sum Stochastic Differential Game with Unbounded Coefficients

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