A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
| hal.structure.identifier | Dipartimento di Matematica e Applicazioni [Milano] | |
| dc.contributor.author | MASIERO, Federica | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| dc.contributor.author | RICHOU, Adrien | |
| dc.date.created | 2013-04-17 | |
| dc.date.issued | 2013-04-17 | |
| dc.identifier.issn | 1083-6489 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics (IMS) | |
| dc.title.en | A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1214/EJP.v18-2124 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1206.7030 | |
| bordeaux.journal | Electronic Journal of Probability | |
| bordeaux.page | 1-15 | |
| bordeaux.volume | 18 | |
| bordeaux.issue | 50 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00713123 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00713123v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Electronic%20Journal%20of%20Probability&rft.date=2013-04-17&rft.volume=18&rft.issue=50&rft.spage=1-15&rft.epage=1-15&rft.eissn=1083-6489&rft.issn=1083-6489&rft.au=MASIERO,%20Federica&RICHOU,%20Adrien&rft.genre=article |
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