Solvability of some quadratic BSDEs without exponential moments
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Publication:2376627
DOI10.1016/j.crma.2013.04.003zbMath1270.60065OpenAlexW2003793310MaRDI QIDQ2376627
Youssef Ouknine, Khaled Bahlali, M'hamed Eddahbi
Publication date: 24 June 2013
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2013.04.003
Itō's formulaquadratic backward stochastic differential equationsexponential momentssquare integrable terminal condition
Related Items (6)
Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator ⋮ Quadratic BSDEs with jumps and related PIDEs ⋮ One dimensional BSDEs with logarithmic growth application to PDEs ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Unnamed Item ⋮ Unnamed Item
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