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On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples Read chapter Read first chapter

2019 | OriginalPaper | Chapter

On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators

Authors : Philippe Briand, Adrien Richou

Published in: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Publisher: Springer International Publishing

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Abstract

In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained in the unbounded case when the terminal condition and the generator depend on the path of a forward stochastic differential equation. Some of these results are based on strong estimates on Z that are interesting on their own and could be applied in other situations.

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previous chapter On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
next chapter An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time
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Metadata
Title
On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
Authors
Philippe Briand
Adrien Richou
Copyright Year
2019
Book
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

Print ISBN: 978-3-030-22284-0

Electronic ISBN: 978-3-030-22285-7

Copyright Year: 2019

DOI
https://doi.org/10.1007/978-3-030-22285-7_3