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

Khaled Bahlali; M'Hamed Eddahbi; Youssef Ouknine

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 Faculté des Sciences et Techniques Marrakech

3 Faculté des Sciences Semlalia Marrakech

Abstract : no abstract

Document type :

Journal articles

Domain :

Mathematics [math] / Probability [math.PR]

Computer Science [cs] / Systems and Control [cs.SY]

Mathematics [math] / Analysis of PDEs [math.AP]

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

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

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

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