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Solvability of Backward Stochastic Differential Equations with Quadratic Growth

Revaz Tevzadze
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Abstract

We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.

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Revaz Tevzadze. 2008-06-02. Solvability of Backward Stochastic Differential Equations with Quadratic Growth. https://arxiv.org/abs/math/0703484

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