{
  "id": "1810.07086",
  "version": "v1",
  "published": "2018-10-16T15:39:53.000Z",
  "updated": "2018-10-16T15:39:53.000Z",
  "title": "A note on backward stochastic differential equation with generator $f(y)|z|^2$",
  "authors": [
    "Shiqiu Zheng",
    "Lichao Feng"
  ],
  "comment": "10 pages, Comments are welcome",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this note, we consider the backward stochastic differential equation (BSDE) with generator $f(y)|z|^2,$ where the function $f$ is defined on an open set and locally integral. The existence and uniqueness of solution of such BSDE is explored for bounded or unbounded terminal variables. A comparison theorem and a converse theorem theorem of such BSDEs are obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-16T15:39:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "backward stochastic differential equation",
      "converse theorem theorem",
      "open set",
      "comparison theorem",
      "unbounded terminal variables"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}