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It is proved that under these conditions equation (1) has a solution \\((Y,Z)\\); moreover, if \\(Ee^{\\lambda| \\xi| }<\\infty\\) for some \\(\\lambda>\\gamma e^{\\beta T}\\), then \\(E[\\int_0^T| Z_s| ^2ds]^{1/2}<\\infty\\).  Let \\(H(p)=p(\\alpha\\gamma+\\beta\\ln p ){\\mathbf1 }_{[1,\\infty)}(p)+\\gamma\\alpha{\\mathbf1 }_{(-\\infty,1)}(p)\\), \\(p\\in{\\mathbb R}\\), and \\(\\{\\Phi_t(x)\\}_{t\\in[0,T]}\\) be the solution of \\(\\Phi_t= e^{\\gamma x}+\\int_t^TH(\\Phi_s)ds\\). The authors prove that under (2), (3) the solution \\(Y\\) of (1) satisfies  \\[ -(1/\\gamma)\\ln E(\\Phi_t(-\\xi)| {\\mathcal F}_t)\\leq Y_t\\leq (1/\\gamma)\\ln E(\\Phi_t(\\xi)| {\\mathcal F}_t). \\]  This result is generalized to coefficients \\(f\\) with superlinear growth in \\(y\\). 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