1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2009★ 1 cited
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Freddy Delbaen, Ying Hu, Adrien Richou
In a previous work, P. Briand and Y. Hu proved the uniqueness among the solutions which admit every exponential moments. In this paper, we prove that uniqueness holds among solutio…
math.PR2009
Backward SDEs with superquadratic growth
Freddy Delbaen, Ying Hu, Xiaobo Bao
In this paper, we discuss the solvability of backward stochastic differential equations (BSDEs) with superquadratic generators. We first prove that given a superquadratic generator…