Some results on the well-posedness of quadratic BSDE systems
This manuscript contains a collection of related results about the well-posedness of quadratic systems of backward stochastic differential equations (BSDEs). In particular, existence and uniqueness results are obtained for quadratic BSDE systems whose drivers admit a triangular structure. In addition, similar techniques are used to extend some existing results on Markovian quadratic BSDEs to Markovian quadratic forward-backward stochastic differential equations (FBSDEs). Along the way, a number of new results concerning linear BSDEs with unbounded coefficients are established.