A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
RICHOU, Adrien
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
RICHOU, Adrien
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
< Réduire
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
Langue
en
Article de revue
Ce document a été publié dans
Electronic Journal of Probability. 2013-04-17, vol. 18, n° 50, p. 1-15
Institute of Mathematical Statistics (IMS)
Résumé en anglais
In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition when the generator and the terminal ...Lire la suite >
In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition when the generator and the terminal condition are locally Lipschitz. In this paper, we prove that the existence result remains true for these BSDEs when the regularity assumptions on the terminal condition is weakened.< Réduire
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