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A stability approach for solving multidimensional quadratic BSDEs
Jonathan Harter, Adrien Richou · 2016-06-28 · via math.PR updates on arXiv.org

We establish an existence and uniqueness result for a class of multidimensional quadratic backward stochastic differential equations (BSDE). This class is characterized by constraints on some uniform a priori estimate on solutions of a sequence of approximated BSDEs. We also present effective examples of applications. Our approach relies on the strategy developed by Briand and Elie in [Stochastic Process. Appl. 123 2921--2939] concerning scalar quadratic BSDEs.

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