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| HAL: hal-00713123, version 1 |
| arXiv: 1206.7030 |
| Detailed view |  Export this paper |
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| Available versions: | v1 (2012-06-29) | v2 (2013-04-15) | v3 (2013-05-15) |
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| On the existence of Markovian superquadratic BSDEs with an unbounded terminal condition |
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| Federica Masiero 1Adrien Richou 2, 3 |
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| (2012-06-29) |
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| 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 generator and/or the terminal condition are weakened. |
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| 1: | Dipartimento di Matematica e Applicazioni [Milano] |
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Università di Milano-Bicocca |
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| 2: | Institut de Mathématiques de Bordeaux (IMB) |
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CNRS : UMR5251 – Université Sciences et Technologies - Bordeaux I – Université Victor Segalen - Bordeaux II |
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| 3: | ALEA (INRIA Bordeaux - Sud-Ouest) |
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INRIA – Université de Bordeaux – CNRS : UMR5251 |
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| Subject | : | Mathematics/Probability |
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| Attached file list to this document: | ||||||||||
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| hal-00713123, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00713123 | |
| oai:hal.archives-ouvertes.fr:hal-00713123 | |
| From: Adrien Richou | |
| Submitted on: Friday, 29 June 2012 13:49:24 | |
| Updated on: Friday, 29 June 2012 15:49:56 | |
