BSDE with quadratic growth and unbounded terminal value

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dc.creatorBriand, Philippe
dc.creatorHu, Ying
dc.date2005-04-01
dc.date.accessioned2026-07-07T07:51:40Z
dc.date.available2026-07-07T07:51:40Z
dc.descriptionIn this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. We apply a localization procedure together with a priori bounds. As a byproduct, we apply the same method to extend a result on BSDEs with integrable terminal condition.
dc.identifierhttps://arxiv.org/abs/math/0504002
dc.identifierhttp://arxiv.org/abs/math/0504002
dc.identifierProbability Theory and related Fields 136 (01/12/2006) 604-618
dc.identifierdoi:10.1007/s00440-006-0497-0
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125596
dc.subjectProbability
dc.subject60H10
dc.titleBSDE with quadratic growth and unbounded terminal value
dc.typetext

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