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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 the stabili...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Wenbo Wang, Guangyan Jia
Format: Artigo
Sprache:Inglês
Veröffentlicht: MDPI AG 2025-07-01
Schriftenreihe:Mathematics
Schlagworte:
quadratic backward stochastic differential equation
singular generators
unbounded terminal conditions
viscosity solution
comparison theorem
stochastic differential utility
Online-Zugang:https://www.mdpi.com/2227-7390/13/14/2292
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