1-4 September 2015
Angers - France
Europe/Paris timezone

Multidimensional quadratic BSDEs with separated generators

4 Sep 2015, 11:20
30m
Angers - France

Angers - France

Speaker

Mr 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.

Primary author

Mr Peng Luo (University of Konstanz)

Presentation Materials