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Adrien Richou

1 paper here

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  • math.PR1
ORCID 0000-0003-3839-1898

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most citedOn the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

1 citations · 1 across the 1 of their papers we have counts for

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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…

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