Reflected BSDE with quadratic growth and unbounded terminal value

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dc.creatorLepeltier, J. -P.
dc.creatorXu, M.
dc.date2007-11-05
dc.date.accessioned2026-07-07T08:40:42Z
dc.date.available2026-07-07T08:40:42Z
dc.descriptionIn this paper we prove the existence of a solution for reflected BSDE's\ whose coefficient is of quadratic growth in $z$ and of linear growth in $y$, with an unbounded terminal value.
dc.identifierhttps://arxiv.org/abs/0711.0619
dc.identifierhttp://arxiv.org/abs/0711.0619
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/141448
dc.subjectSymplectic Geometry
dc.subjectProbability
dc.subject60H10
dc.titleReflected BSDE with quadratic growth and unbounded terminal value
dc.typetext

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