## 2 Citations

### Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth

- Mathematics
- 2022

: In this paper, we study the general mean-ﬁeld backward stochastic diﬀerential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and global solutions…

### Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients

- MathematicsStatistics & Probability Letters
- 2022

## References

SHOWING 1-10 OF 33 REFERENCES

### Anticipated backward stochastic differential equations with quadratic growth

- MathematicsJournal of Differential Equations
- 2021

### A class of globally solvable Markovian quadratic BSDE systems and applications

- Mathematics
- 2016

We establish existence and uniqueness for a wide class of Markovian systems of backward stochastic differential equations (BSDE) with quadratic nonlinearities. This class is characterized by an…

### Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators

- Mathematics
- 2014

### Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

- Mathematics
- 2011

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite.…

### Quadratic BSDEs with convex generators and unbounded terminal conditions

- Mathematics
- 2008

In Briand and Hu (Probab Theory Relat Fields 136(4):604–618, 2006), the authors proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded…

### Backward stochastic differential equations and partial differential equations with quadratic growth

- Mathematics
- 2000

We provide existence, comparison and stability results for one-dimensional backward stochastic differential equations (BSDEs) when the coefficient (or generator) F(t, Y, Z) is continuous and has a…

### Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem

- MathematicsAppl. Math. Comput.
- 2019

### Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion

- MathematicsActa Mathematica Sinica, English Series
- 2021

In this paper, we study a new class of equations called mean-field backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H > 1/2.…

### Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

- Mathematics
- 2017

We establish a Krylov-type estimate and an Ito–Krylov change of variable formula for the solutions of one-dimensional quadratic backward stochastic differential equations (QBSDEs) with a measurable…