Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth
Jingnan Ju , Shanjian Tang
Chinese Annals of Mathematics, Series B ›› 2024, Vol. 45 ›› Issue (3) : 441 -462.
Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth
This paper is devoted to the solvability of Markovian quadratic backward s-tochastic 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.
Markovian BSDE / Quadratic growth / Unbounded sub-quadratic term coefficients / Coupled FBSDE
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