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
AbstractWe study the existence of solutions to backward stochastic differential equations with drive...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness ...
International audienceIn [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existen...
International audienceIn [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existen...
This article deals with the existence and the uniqueness of solutions to quadratic and superquadrati...
This article deals with the existence and the uniqueness of solutions to quadratic and superquadrati...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
International audienceThis article deals with the existence and the uniqueness of solutions to quadr...
International audienceIn this paper, we discuss the solvability of backward stochastic differential ...
We investigate conditions for solvability and Malliavin differentiability of backward stochastic dif...
We derive two existence and uniqueness results for multi-dimensional and coupled systems of forward-...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
AbstractWe study the existence of solutions to backward stochastic differential equations with drive...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness ...
International audienceIn [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existen...
International audienceIn [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existen...
This article deals with the existence and the uniqueness of solutions to quadratic and superquadrati...
This article deals with the existence and the uniqueness of solutions to quadratic and superquadrati...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
International audienceThis article deals with the existence and the uniqueness of solutions to quadr...
International audienceIn this paper, we discuss the solvability of backward stochastic differential ...
We investigate conditions for solvability and Malliavin differentiability of backward stochastic dif...
We derive two existence and uniqueness results for multi-dimensional and coupled systems of forward-...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
AbstractWe study the existence of solutions to backward stochastic differential equations with drive...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...
We introduce a new class of Backward Stochastic Differential Equations in which the $T$-terminal val...