A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition

DOI10.1214/EJP.v18-2124zbMath1287.60073arXiv1206.7030OpenAlexW2023323675MaRDI QIDQ388919

Adrien Richou, Federica Masiero

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.7030

zbMATH Keywords

backward stochastic differential equationexistence resultgenerator of superquadratic growthunbounded terminal condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Existence result for the BSDE with superquadratic growth ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data ⋮ A type of globally solvable BSDEs with triangularly quadratic generators ⋮ A simple constructive approach to quadratic BSDEs with or without delay ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition ⋮ On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case

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