Multidimensional quadratic and subquadratic BSDEs with special structure

Patrick Cheridito, Kihun Nam

We study multidimensional BSDEs of the form $$Y_t=\xi +{\int }_t^{T}f(s,Y_s,Z_s)ds-{\int }_t^T{Z}_{s}d{W}_s$$ with bounded terminal conditions $\xi$ and drivers $f$ that grow at most quadra…