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A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition. (English) Zbl 1287.60073

From the author’s abstract: In [Stochastic Processes Appl. 122, No. 9, 3173–3208 (2012; Zbl 1254.60066)], the first 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 assumption on the terminal condition is weakened.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Citations:

Zbl 1254.60066
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