2 papers
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…
math.PR2024
On the existence and uniqueness of unbounded solutions to quadratic BSDEs with convex generators
Yan Wang, Xinying Li, Chuang Gu +1
With the terminal value admitting a certain exponential moment and admitting all exponential moments or being bounded, we establish several existence and uniqueness res…