Si-Yi Wang

Generic well-posedness for a family of quadratic BSDE systems

We study a two-parameter family of quadratic BSDE systems of the form given by Jackson (2023) in his open questions on non-Markovian solvability. Fan, Hu, and Tang (2025) established well-posedness for every bounded terminal datum when $1/\alpha+1/\beta=1$. For every $\alpha,\beta>0$ and $M>0$, we establish existence a...