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

Adrien Richou (Université Bordeaux 1)
Federica Masiero (Università di Milano Bicocca)


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 assumption on the terminal condition is weakened.

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Pages: 1-15

Publication Date: April 17, 2013

DOI: 10.1214/EJP.v18-2124


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