In [17], 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 terminal condition is weakened
Masiero, F., Richou, A. (2013). A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition. ELECTRONIC JOURNAL OF PROBABILITY, 18(50), 1-15 [10.1214/EJP.v18-2124].
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
MASIERO, FEDERICA;
2013
Abstract
In [17], 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 terminal condition is weakened
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