On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic differential equation whose terminal condition is unbounded and whose generator $g$ may be non-Lipschitz continuous in the state variable $y$ and non-convex (non-concave) in the state variable $z$, and instead...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2020-06-01
|
| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.40/ |