## A note on backward stochastic differential equation with generator \$f(y)|z|^2\$. (arXiv:1810.07086v1 [math.PR])

In this note, we consider the backward stochastic differential equation (BSDE) with generator \$f(y)|z|^2,\$ where the function \$f\$ is defined on an open set and locally integral. The existence and uniqueness of solution of such BSDE is explored for bounded or unbounded terminal variables. A comparison theorem and a converse theorem theorem of such BSDEs are obtained.查看全文

## Solidot 文章翻译

 你的名字 留空匿名提交 你的Email或网站 用户可以联系你 标题 简单描述 内容 In this note, we consider the backward stochastic differential equation (BSDE) with generator \$f(y)|z|^2,\$ where the function \$f\$ is defined on an open set and locally integral. The existence and uniqueness of solution of such BSDE is explored for bounded or unbounded terminal variables. A comparison theorem and a converse theorem theorem of such BSDEs are obtained.
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