BSDE with quadratic growth and unbounded terminal value
classification
🧮 math.PR
keywords
terminalapplybsdegrowthquadraticunboundedvaluebounds
read the original abstract
In 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.
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