2016/11/15 by Asgar Jamneshan, Jamneshan, Asgar, Michael Kupper +3
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #European Monetary and Fiscal Policies #Differential Equations and Numerical Methods
paper · pdf · doi:10.48550/arxiv.1612.02698
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.