Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications

We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators that are singular in <i>y</i>. First, we establish the existence of solutions and a comparison theorem, thereby extending the existing results in the literature. Furthermore, we analyze...

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发表在:	Mathematics
Main Authors:	Wenbo Wang, Guangyan Jia
格式:	文件
语言:	英语
出版:	MDPI AG 2025-07-01
主题:	quadratic backward stochastic differential equation singular generators unbounded terminal conditions viscosity solution comparison theorem stochastic differential utility
在线阅读:	https://www.mdpi.com/2227-7390/13/14/2292