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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2409.13463 |
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| _version_ | 1866929508246880256 |
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| author | Wang, Yan Zhang, Yaqi Fan, Shengjun |
| author_facet | Wang, Yan Zhang, Yaqi Fan, Shengjun |
| contents | With the terminal value $|ξ|$ admitting some given exponential moment, we put forward and prove several existence and uniqueness results for the unbounded solutions of quadratic backward stochastic differential equations whose generators may be represented as a uniformly continuous (not necessarily locally Lipschitz continuous) perturbation of some convex (concave) function with quadratic growth. These results generalize those posed in \cite{Delbaen 2011} and \cite{Fan-Hu-Tang 2020} to some extent. The critical case is also tackled, which strengthens the main result of \cite{Delbaen 2015}. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_13463 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case Wang, Yan Zhang, Yaqi Fan, Shengjun Probability With the terminal value $|ξ|$ admitting some given exponential moment, we put forward and prove several existence and uniqueness results for the unbounded solutions of quadratic backward stochastic differential equations whose generators may be represented as a uniformly continuous (not necessarily locally Lipschitz continuous) perturbation of some convex (concave) function with quadratic growth. These results generalize those posed in \cite{Delbaen 2011} and \cite{Fan-Hu-Tang 2020} to some extent. The critical case is also tackled, which strengthens the main result of \cite{Delbaen 2015}. |
| title | On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions: the certain exponential moment case |
| topic | Probability |
| url | https://arxiv.org/abs/2409.13463 |