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pro vyhledávání: '"Yang, Guang"'
Autor:
Tang, Shanjian, Yang, Guang
In this paper, we study the multi-dimensional backward stochastic differential equations (BSDEs) whose generator depends also on the mean of both variables. When the generator is diagonally quadratic, we prove that the BSDE admits a unique local solu
Externí odkaz:
http://arxiv.org/abs/2303.16872
Autor:
Yang, Guang
The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations (BSDEs) with a diagonally quadratic generator. We give a new priori estimate, and prove that the BSDE admits a unique solutio
Externí odkaz:
http://arxiv.org/abs/2302.12470