Anticipated backward stochastic differential equations with quadratic growth

Ying Hu (1) , Xun Li (2) , Jiaqiang Wen (3)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 POLYU - The Hong Kong Polytechnic University [Hong Kong]
3 SUSTech - Southern University of Science and Technology

Domaines: Probabilités [math.PR]

Ying Hu, Xun Li, Jiaqiang Wen. Anticipated backward stochastic differential equations with quadratic growth. Journal of Differential Equations, 2021, 270, pp.1298-1331. ⟨10.1016/j.jde.2020.07.001⟩. ⟨hal-03066021⟩