Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: BSDEs driven by cylindrical martingales with application to approximate
  hedging in bond markets   We consider Lipschitz-type backward stochastic differential equations (BSDEs)
driven by cylindrical martingales on the space of continuous functions. We show
the existence and uniqueness of the solution of such infinite-dimensional BSDEs
and prove that the sequence of solutions of corresponding finite-dimensional
BSDEs approximates the original solution. We also consider the hedging problem
in bond markets and prove that, for an approximately attainable contingent
claim, the sequence of locally risk-minimizing strategies based on small
markets converges to the generalized hedging strategy.

16
The categories of this paper are: stat
0
The categories of this paper are: hep-ph
3
The categories of this paper are: physics
27
The categories of this paper are: comp-gas
5
The categories of this paper are: gr-qc
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
35
The categories of this paper are: mtrl-th