BSDE with quadratic growth and unbounded terminal value
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Publication:2431750
DOI10.1007/S00440-006-0497-0zbMATH Open1109.60052arXivmath/0504002OpenAlexW3099902175MaRDI QIDQ2431750FDOQ2431750
Authors: Philippe Briand, Ying Hu 
Publication date: 24 October 2006
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: In this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. We apply a localization procedure together with a priori bounds. As a byproduct, we apply the same method to extend a result on BSDEs with integrable terminal condition.
Full work available at URL: https://arxiv.org/abs/math/0504002
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