This article deals with the existence of solutions to superquadratic Markovian backward stochastic differential equations (BSDEs for short) with an unbounded terminal condition and unsmooth functions.
Masiero, F., Richou, A. (2012). Existence of superquadratic BSDEs with an unbounded terminal condition [Altro].
Existence of superquadratic BSDEs with an unbounded terminal condition
2012
Abstract
This article deals with the existence of solutions to superquadratic Markovian backward stochastic differential equations (BSDEs for short) with an unbounded terminal condition and unsmooth functions.
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