Showing math.PRShow all
2 papers · 1 filter
math.PR2025
A Class of Multi-dimensional Backward Stochastic Differential Equations with Singular Generators exhibiting Diagonally Quadratic Growth and Applications
Wenbo Wang, Guangyan Jia
This paper investigate a class of multi-dimensional backward stochastic differential equations (BSDEs) with singualr generators exhibiting diagonally quadratic growth and unbounded…
math.PR2025
Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
Wenbo Wang, Guangyan Jia
We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators singular in . First, we establish the existence of solutions and a compa…