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]

no abstract

Domaines: Probabilités [math.PR]; Systèmes et contrôle [cs.SY]; Equations aux dérivées partielles [math.AP]

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, 2016. ⟨hal-01297350⟩