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arXiv · 1612.02698

Solvability of multidimensional quadratic BSDEs

Asgar Jamneshan·Michael Kupper·Peng Luo
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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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Asgar Jamneshan, Michael Kupper, Peng Luo. 2016-11-15. Solvability of multidimensional quadratic BSDEs. https://arxiv.org/abs/1612.02698

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