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A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition

In [Stochastc Process. Appl., 122(9):3173-3208], 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.

preprint2013arXivOpen access
Federica MasieroAdrien Richou
math.PR
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Open access2 authors1 topic
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Federica MasieroAdrien Richou

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