Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth  

作　　者：Jingnan JU Shanjian TANG 

机构地区：[1]Shanghai Center for Mathematical Sciences,Fudan University,Shanghai 200433,China [2]Department of Finance and Control Sciences,School of Mathematical Sciences,Fudan University,Shanghai 200433,China

出　　处：《Chinese Annals of Mathematics,Series B》2024年第3期441-462,共22页数学年刊（B辑英文版）

基　　金：supported by the National Natural Science Foundation of China(Nos.11631004,12031009).

摘　　要：This paper is devoted to the solvability of Markovian quadratic backward stochastic differential equations(BSDEs for short)with bounded terminal conditions.The generator is allowed to have an unbounded sub-quadratic growth in the second unknown variable z.The existence and uniqueness results are given to these BSDEs.As an application,an existence result is given to a system of coupled forward-backward stochastic differential equations with measurable coefficients.

关 键 词：Markovian BSDE Quadratic growth Unbounded sub-quadratic term coeficients Coupled FBSDE 

分 类 号：O211.63[理学—概率论与数理统计]