A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (Q388919): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:17, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition |
scientific article |
Statements
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (English)
0 references
17 January 2014
0 references
From the author's abstract: In [Stochastic Processes Appl. 122, No. 9, 3173--3208 (2012; Zbl 1254.60066)], the first 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 assumption on the terminal condition is weakened.
0 references
backward stochastic differential equation
0 references
generator of superquadratic growth
0 references
unbounded terminal condition
0 references
existence result
0 references
