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Journal articles
Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results
Khaled Bahlali 1
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Author IdHAL : khaled-bahlali
M'Hamed Eddahbi 2
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Youssef Ouknine 3
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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
Faculté des Sciences et Techniques Marrakech (112 Boulevard Abdelkrim Al Khattabi, Guéliz Marrakech - Morocco)
3
Faculté des Sciences Semlalia Marrakech (Morocco)
Abstract : no abstract
Complete list of metadatas
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
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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- HAL Id : hal-01297350, version 1
Citation
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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