Quadratic BSDEs with convex generators and unbounded terminal values

Philippe Briand (1, 2)

1 IRMAR - Institut de Recherche Mathématique de Rennes
2 LAMA - Laboratoire de Mathématiques

Domaines: Probabilités [math.PR]

Philippe Briand. Quadratic BSDEs with convex generators and unbounded terminal values. 2nd Workshop on Stochastic Equations and Related Topics, Jul 2006, Jena, Germany. ⟨hal-00385633⟩