BSDE with quadratic growth and unbounded terminal value

DOI10.1007/s00440-006-0497-0zbMath1109.60052arXivmath/0504002OpenAlexW3099902175MaRDI QIDQ2431750

Philippe Briand, Ying Hu

Publication date: 24 October 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0504002

zbMATH Keywords

a priori boundsminimal solutionBackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cites Work

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• Résultats d'existence et d'unicité pour des équations différentielles stochastiques rétrogrades avec des générateurs à croissance quadratique
• Existence for BSDE with superlinear–quadratic coefficient

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