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Solvability of some quadratic BSDEs without exponential moments
Khaled Bahlali 1
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Author IdHAL : khaled-bahlali
M Hamed Eddahbi
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Youssef Ouknine 2
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Author Employer institution : Université Cadi Ayyad [Marrakech]
1
IMATH - Institut de Mathématiques de Toulon - EA 2134 (Université de Toulon - Bâtiment U - B.P. 20132 - 83957 La Garde Cedex - France)
- UTLN - Université de Toulon : EA2134 (Avenue de l'Université - BP 20132 - 83957 La Garde Cedex - France)
2
Department of mathematics (Faculty of Sciences Semlalia Cadi Ayyad University Marrakesh, Morocco - Morocco)
- UCA - Université Cadi Ayyad [Marrakech] ( Av Abdelkrim Khattabi, B.P. 511 - 40000 - Marrakech - Morocco)
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https://hal-univ-tln.archives-ouvertes.fr/hal-01292864
Contributor : Cécile Ferran <>
Submitted on : Wednesday, March 23, 2016 - 8:06:06 PM
Last modification on : Friday, August 9, 2019 - 3:18:07 PM
Contributor : Cécile Ferran <>
Submitted on : Wednesday, March 23, 2016 - 8:06:06 PM
Last modification on : Friday, August 9, 2019 - 3:18:07 PM
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- HAL Id : hal-01292864, version 1
Citation
Khaled Bahlali, M Hamed Eddahbi, Youssef Ouknine. Solvability of some quadratic BSDEs without exponential moments. Comptes Rendus Mathématique, Elsevier Masson, 2013, 351 (5), pp.229--233. ⟨hal-01292864⟩
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