A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Probability Année : 2013

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

Résumé

In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition when the generator and the terminal condition are locally Lipschitz. In this paper, we prove that the existence result remains true for these BSDEs when the regularity assumptions on the terminal condition is weakened.
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Dates et versions

hal-00713123 , version 1 (29-06-2012)
hal-00713123 , version 2 (15-04-2013)
hal-00713123 , version 3 (15-05-2013)

Identifiants

Citer

Federica Masiero, Adrien Richou. A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition. Electronic Journal of Probability, 2013, 18 (50), pp.1-15. ⟨10.1214/EJP.v18-2124⟩. ⟨hal-00713123v3⟩
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