most citedLarge Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

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math.OC2026

Law-invariant BSDEs and dynamic risk measures: new characterizations

Zakaria Bensaid, Roxana Dumitrescu, Anis Matoussi +1

We provide a new characterization of law-invariant backward stochastic differential equations (i.e. BSDEs) with quadratic growth. This answers the open question raised in Xu--Xu--Z…