Multidimensional Markovian BSDEs with Jumps and Continuous Generators
Publisher Name
MDPI
Volume Number
Volume 12
Issue Number
(1)
Magazine \ Newspaper
Axioms
Pages
26-49
more of publication
We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic differential equations (QBSDEs for short) in cases where the terminal data need…
2023
Published in:
MDPI
This paper tackles a stochastic control problem involving a backward stochastic
differential equation (BSDE) with a local Lipschitz coefficient and logarithmic growth.
We derive the…
2025
Published in:
SpringerLink