论文标题
二次BSDE解决方案的特征和一种新的存在方法
A characterization of solutions of quadratic BSDEs and a new approach to existence
论文作者
论文摘要
我们提供了二次BSDE的溶液的新颖表征，该溶液类似于凸函数对局部martingales的表征。然后，我们使用主要结果表明BSDE解决方案在UCP收敛下关闭。最后，我们使用封闭结果获得了足够的存在条件，并讨论了可以验证这种足够条件的特定情况。
We provide a novel characterization of the solutions of a quadratic BSDE, which is analogous to the characterization of local martingales by convex functions. We then use our main result to show that BSDE solutions are closed under ucp convergence. Finally, we use our closure result obtain a sufficient condition for existence, and discuss specific cases in which this sufficient condition can be verified.
