A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
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Publication:388919
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
backward stochastic differential equationexistence resultgenerator of superquadratic growthunbounded terminal condition
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