A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (Q388919): Difference between revisions
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Revision as of 00:09, 5 March 2024
scientific article
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| English | A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition |
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A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (English)
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17 January 2014
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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.
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backward stochastic differential equation
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generator of superquadratic growth
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unbounded terminal condition
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existence result
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