2 papers
math.PR2024
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case
Yan Wang, Yaqi Zhang, Shengjun Fan
With the terminal value admitting some given exponential moments, we propose and prove several existence and uniqueness results for the unbounded solutions of quadratic back…
math.PR2024
Existence, uniqueness and comparison theorem on unbounded solutions of general time interval BSDEs with sub-quadratic generators
Chuang Gu, Yan Wang, Shengjun Fan
This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of one-dimensional backward stochastic differential equations (BSDEs) with sub-quad…