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PreprintCC BY 4.0HAL

Systems of quadratic BSDEs with unbounded terminal data ⋆

  • Shengjun Fan
  • Ying Hu
  • Shanjian Tang
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Abstract

The paper is devoted to global solution of multidimensional backward stochastic differential equations (BSDEs) with non-convex quadratic generators and unbounded terminal data. Some individual BSDEs of the system are allowed to have interactions in their second unknown variables and can be non-Lipschitz continuous with general growth in the first unknown variable y and non-convex/non-concave in the second unknown variable z. The results of the paper extend those of Fan, Hu and Tang [2023, JDE] by incorporating both the no convexity/concavity of the generators and the interaction among the second unknown variables of individual BSDEs, and two of them can be respectively regarded as the modifications of Theorems 2.10 and 2.27 obtained in Fan, Hu and Tang [2025, EJP].

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Cite

BibTeXRIS
BibTeX
@misc{fan2026systems,
  title = {{Systems of quadratic BSDEs with unbounded terminal data ⋆}},
  author = {Shengjun Fan and Ying Hu and Shanjian Tang},
  howpublished = {HAL},
  year = {2026},
  month = oct,
  url = {https://hal.science/hal-05777159v1},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Systems of quadratic BSDEs with unbounded terminal data ⋆
AU  - Shengjun Fan
AU  - Ying Hu
AU  - Shanjian Tang
PY  - 2026
DA  - 2026/10/04
PB  - HAL
UR  - https://hal.science/hal-05777159v1
AB  - The paper is devoted to global solution of multidimensional backward stochastic differential equations (BSDEs) with non-convex quadratic generators and unbounded terminal data. Some individual BSDEs of the system are allowed to have interactions in their second unknown variables and can be non-Lipschitz continuous with general growth in the first unknown variable y and non-convex/non-concave in the second unknown variable z. The results of the paper extend those of Fan, Hu and Tang [2023, JDE] by incorporating both the no convexity/concavity of the generators and the interaction among the second unknown variables of individual BSDEs, and two of them can be respectively regarded as the modifications of Theorems 2.10 and 2.27 obtained in Fan, Hu and Tang [2025, EJP].
ER  -