Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results

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https://hal-univ-tln.archives-ouvertes.fr/hal-01297350
Contributor : Khaled Bahlali <>
Submitted on : Monday, April 4, 2016 - 11:00:33 AM
Last modification on : Tuesday, June 19, 2018 - 3:50:01 PM

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Khaled Bahlali, M'Hamed Eddahbi, Youssef Ouknine. Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results. Annals of Probability, Institute of Mathematical Statistics, 2016. ⟨hal-01297350⟩

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