Publication | Open Access
Multidimensional quadratic BSDEs with separated generators
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Citations
18
References
2017
Year
Multidimensional Quadratic BsdesEngineeringHigher Dimensional ProblemSufficient ConditionsTerminal ConditionParabolic EquationMatrix TheoryFunctional AnalysisGeometric QuantizationVariational InequalitiesNonlinear Functional Analysis
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the terminal condition or the dependence in the system are small enough.
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