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Bibliographic Details
Main Authors: Wang, Wenbo, Jia, Guangyan
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2507.03348
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Table of Contents:
  • This paper investigate a class of multi-dimensional backward stochastic differential equations (BSDEs) with singualr generators exhibiting diagonally quadratic growth and unbounded terminal conditions, thereby extending results in the literature. We present an example of such equations in optimal investment decision.