Systems of quasilinear parabolic equations in R-n and systems of quadratic backward stochastic differential equations

Bensoussan, A; Frehse, J; Yam, SCP

Bensoussan, A (corresponding author), Univ Texas Dallas, Int Ctr Decis & Risk Anal, Jindal Sch Management, Richardson, TX 75080 USA.; Bensoussan, A (corresponding author), City Univ Hong Kong, Sch Data Sci, Hong Kong, Peoples R China.

JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2021; 149 (): 135

Abstract

The objective of this paper is two-fold. The first objective is to complete the former work of Bensoussan and Frehse [2]. One big limitation of this p......

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