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Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators

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 نشر من قبل Shanjian Tang
 تاريخ النشر 2014
  مجال البحث
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The paper is concerned with adapted solution of a multi-dimensional BSDE with a diagonally quadratic generator, the quadratic part of whose $i$th component only depends on the $i$th row of the second unknown variable. Local and global solutions are given. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse Holder inequalities for BMO martingales.



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