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"Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs."

Joe Jackson, Gordan Zitkovic (2022)

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DOI: 10.1137/21M1435689

access: closed

type: Journal Article

metadata version: 2022-07-25

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  - journals/siamco/JacksonZ22
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Joe Jackson, Gordan Zitkovic:
Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs. SIAM J. Control. Optim. 60(3): 1642-1666 (2022)

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