On Quadratic BSDEs with Final Condition in L2

Hanlin Yang

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arXiv · 1506.08143

On Quadratic BSDEs with Final Condition in L2

Hanlin Yang

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Abstract

This thesis consists of three parts. In the first part, we study $\mathbb{L}^p$ solutions of a large class of BSDEs. Existence, comparison theorem, uniqueness and a stability result are proved. In the second part, we establish the solvability of quadratic semimartingale BSDEs. In contrast to current literature, we use Lipschitz-quadratic regularization and obtain the existence and uniqueness results with minimal assumptions. The third part is a brief summary of quadratic semimartingales and the monotone stability result. This provides an alternative proof of monotone stability result for quadratic semimartingales BSDEs.

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Hanlin Yang. 2015-06-26. On Quadratic BSDEs with Final Condition in L2. https://arxiv.org/abs/1506.08143

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