2 papers
math.PR2021
Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
Yuyang Chen, Peng Luo
The present paper is devoted to study multi-dimensional coupled FBSDEs with diagonally quadratic generators. Relying on a comparison result obtained in [20], we provide conditions…
math.PR2021
Existence and uniqueness of solutions for multi-dimensional reflected BSDEs with diagonally quadratic generators
Yuyang Chen, Peng Luo
In this paper, we study multi-dimensional reflected backward stochastic differential equations with diagonally quadratic generators. Using the comparison theorem for diagonally qua…