The present paper is devoted to the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. This work is motivated by the recent results obtained by Hu and Tang [SPA, 2016] and Xing and Zitkovic [AP, 2018]. By the contraction mapping argument, we first prove that this type of triangularly quadratic BSDEs admits a unique local solution on a small time interval whenever the terminal value is bounded. Under additional assumptions, we build the global solution on the whole time interval by stitching local solutions. Finally, we give solvability results when the generators have path dependence in value process.
南方科技大学数学系微信公众号
© 2015 All Rights Reserved. 粤ICP备14051456号
Address: No 1088,xueyuan Rd., Xili, Nanshan District,Shenzhen,Guangdong,China 518055 Tel: +86-755-8801 0000