Solvability of Backward Stochastic Differential Equations with Quadratic Growth

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dc.creatorTevzadze, Revaz
dc.date2007-03-16
dc.date2008-06-02
dc.date.accessioned2026-07-07T09:41:57Z
dc.date.available2026-07-07T09:41:57Z
dc.descriptionWe 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.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/math/0703484
dc.identifierhttp://arxiv.org/abs/math/0703484
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162010
dc.subjectProbability
dc.subject90A09, 60H30, 90C39
dc.titleSolvability of Backward Stochastic Differential Equations with Quadratic Growth
dc.typetext

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