The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth View Full Text


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Article Info

DATE

2019-03-30

AUTHORS

Renzhi Qiu, Shanjian Tang

ABSTRACT

The paper is devoted to the Cauchy problem of backward stochastic super-parabolic equations with quadratic growth. We prove two Itô formulas in the whole space. Furthermore, we prove the existence of weak solutions for the case of one-dimensional state space, and the uniqueness of weak solutions without constraint on the state space. More... »

PAGES

3

References to SciGraph publications

  • 2011-02-26. A financial market with interacting investors: does an equilibrium exist? in MATHEMATICS AND FINANCIAL ECONOMICS
  • 2011-06-01. Strong solution of backward stochastic partial differential equations in C2 domains in PROBABILITY THEORY AND RELATED FIELDS
  • 2011-12-07. Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space in APPLIED MATHEMATICS & OPTIMIZATION
  • 2006-04-24. BSDE with quadratic growth and unbounded terminal value in PROBABILITY THEORY AND RELATED FIELDS
  • 2007-08-01. Quadratic BSDEs with convex generators and unbounded terminal conditions in PROBABILITY THEORY AND RELATED FIELDS
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    http://scigraph.springernature.com/pub.10.1186/s41546-019-0037-3

    DOI

    http://dx.doi.org/10.1186/s41546-019-0037-3

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