{"id":"https://openalex.org/W3126759514","doi":"https://doi.org/10.1137/21m1435689","title":"Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs","display_name":"Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs","publication_year":2022,"publication_date":"2022-06-01","ids":{"openalex":"https://openalex.org/W3126759514","doi":"https://doi.org/10.1137/21m1435689","mag":"3126759514"},"language":"en","primary_location":{"id":"doi:10.1137/21m1435689","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1435689","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101874914","display_name":"Joe Jackson","orcid":"https://orcid.org/0000-0002-6227-2808"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Joe Jackson","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-6227-2808","affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5088025648","display_name":"Gordan \u017ditkovi\u0107","orcid":"https://orcid.org/0000-0001-6098-3473"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Gordan \u017ditkovi\u0107","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.6938,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.83979132,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"60","issue":"3","first_page":"1642","last_page":"1666"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9661999940872192,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.9167786240577698},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.8196246027946472},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.6782127022743225},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.6532092094421387},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.5256794095039368},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5226663947105408},{"id":"https://openalex.org/keywords/diagonal","display_name":"Diagonal","score":0.4925912022590637},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.379372775554657},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.36569666862487793}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9167786240577698},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.8196246027946472},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.6782127022743225},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.6532092094421387},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5256794095039368},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5226663947105408},{"id":"https://openalex.org/C130367717","wikidata":"https://www.wikidata.org/wiki/Q189791","display_name":"Diagonal","level":2,"score":0.4925912022590637},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.379372775554657},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.36569666862487793},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/21m1435689","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1435689","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","score":0.5199999809265137,"id":"https://metadata.un.org/sdg/10"}],"awards":[{"id":"https://openalex.org/G2786348378","display_name":null,"funder_award_id":"DGE1610403","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2817452965","display_name":null,"funder_award_id":"DSM1815017","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W18783515","https://openalex.org/W195238294","https://openalex.org/W1491976841","https://openalex.org/W1511896630","https://openalex.org/W1561367079","https://openalex.org/W2009905602","https://openalex.org/W2078895915","https://openalex.org/W2095055212","https://openalex.org/W2126831439","https://openalex.org/W2146284189","https://openalex.org/W2154825028","https://openalex.org/W2157883119","https://openalex.org/W2166461365","https://openalex.org/W2170111369","https://openalex.org/W2590374236","https://openalex.org/W2963357550","https://openalex.org/W2963571471","https://openalex.org/W2964042010","https://openalex.org/W2993054364","https://openalex.org/W3087896790","https://openalex.org/W3123884815"],"related_works":["https://openalex.org/W571281153","https://openalex.org/W2949403936","https://openalex.org/W3023806604","https://openalex.org/W2952139525","https://openalex.org/W4301247218","https://openalex.org/W2129818458","https://openalex.org/W4243074410","https://openalex.org/W4289551052","https://openalex.org/W315993174","https://openalex.org/W1231799594"],"abstract_inverted_index":{"We":[0],"prove":[1],"the":[2,33,75],"existence":[3],"and":[4,70],"uniqueness":[5],"of":[6,11,38,54,78],"solutions":[7],"to":[8],"a":[9,58,63,91],"class":[10],"quadratic":[12,30],"backward":[13],"SDE":[14],"(BSDE)":[15],"systems":[16],"which":[17,51],"we":[18,41,61],"call":[19],"triangular":[20],"quadratic.":[21],"Our":[22],"results":[23,27,44],"generalize":[24],"several":[25],"existing":[26],"about":[28,45],"diagonally":[29],"BSDEs":[31,47],"in":[32],"non-Markovian":[34],"setting.":[35],"As":[36],"part":[37],"our":[39],"analysis,":[40],"obtain":[42],"new":[43],"linear":[46],"with":[48],"unbounded":[49],"coefficients,":[50],"may":[52],"be":[53],"independent":[55],"interest.":[56],"Through":[57],"nonuniqueness":[59],"example,":[60],"answer":[62],"\u201ccrucial":[64],"open":[65],"question\u201d":[66],"raised":[67],"by":[68,72],"Harter":[69],"Richou":[71],"showing":[73],"that":[74],"stochastic":[76],"exponential":[77],"an":[79],"$n":[80],"\\times":[81],"n$":[82],"matrix-valued":[83],"bounded":[84],"mean":[85],"oscillation":[86],"martingale":[87],"need":[88],"not":[89],"satisfy":[90],"reverse":[92],"H\u00f6lder":[93],"inequality.":[94]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
