Minimal and maximal bounded solutions for quadratic BSDEs with stochastic conditions
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This paper is devoted to the minimal and maximal bounded solutions for general time interval quadratic backward stochastic differential equations with stochastic conditions. A general existence result is established by the method of convolution, the exponential transform, Girsanov's transform and a priori estimates, where the terminal time is allowed to be finite or infinite, and the generator $g$ is allowed to have a stochastic semi-linear growth and a general growth in $y$, and a quadratic growth in $z$. This improves some existing results at some extent. Some new ideas and techniques are also applied to prove it.
Abstract
This paper is devoted to the minimal and maximal bounded solutions for general time interval quadratic backward stochastic differential equations with stochastic conditions. A general existence result is established by the method of convolution, the exponential transform, Girsanov's transform and a priori estimates, where the terminal time is allowed to be finite or infinite, and the generator $g$ is allowed to have a stochastic semi-linear growth and a general growth in $y$, and a quadratic growth in $z$. This improves some existing results at some extent. Some new ideas and techniques are also applied to prove it.
참고문헌 (19)
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