Orateur
M.
Peng Luo
(University of Konstanz)
Description
We consider multidimensional quadratic BSDEs with generators which can be separated into a coupled and an uncoupled part which allows to analyse the degree of coupling of the system in terms of the growth coefficients. We provide conditions on the relationship between the size of the terminal condition and the degree of coupling which guarantee existence and uniqueness of solutions.
Auteur principal
M.
Peng Luo
(University of Konstanz)
