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| Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth |
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Citation： |
Jingnan JU ·,Shanjian TANG.Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth[J].Chinese Annals of Mathematics B,2024,45(3):441~462 |
| Page view： 1006
Net amount： 478 |
Authors： |
Jingnan JU ·; Shanjian TANG |
Foundation： |
the National Natural Science Foundation of China (Nos. 11631004,12031009) |
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| Abstract： |
This paper is devoted to the solvability of Markovian quadratic backward stochastic differential equations (BSDEs for short) with bounded terminal conditions. The
generator is allowed to have an unbounded sub-quadratic growth in the second unknown
variable z. The existence and uniqueness results are given to these BSDEs. As an application, an existence result is given to a system of coupled forward-backward stochastic differential equations with measurable coefficients. |
Keywords： |
Markovian BSDE, Quadratic growth, Unbounded sub-quadratic term
coefficients, Coupled FBSDE |
Classification： |
60H10 |
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