Multi-Dimensional Backward Stochastic Differential Equations of   Diagonally Quadratic generators
  The paper is concerned with adapted solution of a multi-dimensional BSDE with a "diagonally" quadratic generator, the quadratic part of whose $i$th component only depends on the $i$th row of the second unknown variable. Local and global solutions are given. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse H\"older inequalities for BMO martingales. 
Ying Hu and Shanjian Tang
math.PR