题名 | Anticipated backward stochastic differential equations with quadratic growth |
作者 | |
通讯作者 | Wen,Jiaqiang |
发表日期 | 2021-01-05
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DOI | |
发表期刊 | |
ISSN | 0022-0396
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EISSN | 1090-2732
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卷号 | 270页码:1298-1331 |
摘要 | In this paper, we study the solvability of anticipated backward stochastic differential equations (BSDEs, for short) with quadratic growth for one-dimensional case and multi-dimensional case. In these BSDEs, the generator f(⋅), which is of quadratic growth in Z, involves not only the present information of solution (Y,Z) but also its future one. The existence and uniqueness of such BSDEs, under different conditions, are derived for several terminal situations, including small terminal value, bounded terminal value and unbounded terminal value. |
关键词 | |
相关链接 | [Scopus记录] |
收录类别 | |
语种 | 英语
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学校署名 | 通讯
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资助项目 | Lebesgue Center of Mathematics
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WOS研究方向 | Mathematics
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WOS类目 | Mathematics
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WOS记录号 | WOS:000584321500037
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出版者 | |
ESI学科分类 | MATHEMATICS
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Scopus记录号 | 2-s2.0-85091385811
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来源库 | Scopus
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引用统计 |
被引频次[WOS]:9
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成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/185791 |
专题 | 理学院_数学系 |
作者单位 | 1.Univ. Rennes,CNRS,IRMAR - UMR 6625,Rennes,F-35000,France 2.Department of Applied Mathematics,The Hong Kong Polytechnic University,Hong Kong 3.Department of Mathematics,Southern University of Science and Technology,Shenzhen,518055,China |
通讯作者单位 | 数学系 |
推荐引用方式 GB/T 7714 |
Hu,Ying,Li,Xun,Wen,Jiaqiang. Anticipated backward stochastic differential equations with quadratic growth[J]. JOURNAL OF DIFFERENTIAL EQUATIONS,2021,270:1298-1331.
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APA |
Hu,Ying,Li,Xun,&Wen,Jiaqiang.(2021).Anticipated backward stochastic differential equations with quadratic growth.JOURNAL OF DIFFERENTIAL EQUATIONS,270,1298-1331.
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MLA |
Hu,Ying,et al."Anticipated backward stochastic differential equations with quadratic growth".JOURNAL OF DIFFERENTIAL EQUATIONS 270(2021):1298-1331.
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条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
JDE.pdf(436KB) | -- | -- | 限制开放 | -- |
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