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https://numdam.org/articles/10.1016/j.crma.2008.06.010/
Closedness results for BMO semi-martingales and application to quadratic BSDEs
closedness
results
bmo
semi
martingales
https://researchportal.ip-paris.fr/en/publications/reflected-scheme-for-doubly-reflected-bsdes-with-jumps-and-rcll-o/
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles - Institut Polytechnique...
institut polytechnique
reflected
scheme
doubly
bsdes
https://ar5iv.labs.arxiv.org/html/2101.11413
[2101.11413] Quadratic G -BSDEs with convex generators and unbounded terminal conditions
In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by -Brownian motions (-BSDEs) with unbounded terminal...
quadratic
bsdes
convex
generators
unbounded