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Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth
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This paper is devoted to the solvability of Markovian quadratic backward s-tochastic 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 ap-plication,an existence result is given to a system of coupled forward-backward stochastic differential equations with measurable coefficients.
Markovian BSDEQuadratic growthUnbounded sub-quadratic term coefficientsCoupled FBSDE
Jingnan JU、Shanjian TANG
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Shanghai Center for Mathematical Sciences,Fudan University,Shanghai 200433,China
Department of Finance and Control Sciences,School of Mathematical Sciences,Fudan University,Shanghai 200433,China
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