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• W2964042010 abstract "We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a sequence of approximated BSDEs. We also present effective examples of applications. Our approach relies on the strategy developed by Briand and Elie in [Stochastic Process. Appl. 123 2921–2939] concerning scalar quadratic BSDEs." @default.
• W2964042010 created "2019-07-30" @default.
• W2964042010 creator A5068571417 @default.
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• W2964042010 date "2019-01-01" @default.
• W2964042010 modified "2023-09-26" @default.
• W2964042010 title "A stability approach for solving multidimensional quadratic BSDEs" @default.
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• W2964042010 doi "https://doi.org/10.1214/18-ejp260" @default.
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