A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
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en
Article de revue
Este ítem está publicado en
Electronic Journal of Probability. 2013-04-17, vol. 18, n° 50, p. 1-15
Institute of Mathematical Statistics (IMS)
Resumen en inglés
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 ...Leer más >