Solvability of Backward Stochastic Differential Equations with Quadratic Growth
classification
🧮 math.PR
keywords
backwarddifferentialgrowthquadraticstochasticcomparisondrivenequation
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We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
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