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

Khaled Bahlali 1 M'Hamed Eddahbi 2 Youssef Ouknine 3 
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 FSTG - Faculté des Sciences et Techniques Marrakech
3 Faculté des Sciences Semlalia [Marrakech]
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https://hal-univ-tln.archives-ouvertes.fr/hal-01297350
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Submitted on : Monday, April 4, 2016 - 11:00:33 AM
Last modification on : Thursday, August 11, 2022 - 1:04:09 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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