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

Khaled Bahlali; M'Hamed Eddahbi; Youssef Ouknine

Journal Articles Annals of Probability Year : 2016

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

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Khaled Bahlali

Function : Author
PersonId : 8102
IdHAL : khaled-bahlali
IdRef : 033471274

Institut de Mathématiques de Toulon - EA 2134

M'Hamed Eddahbi

Function : Author
PersonId : 980525

Faculté des Sciences et Techniques Marrakech

Youssef Ouknine

Function : Author

Faculté des Sciences Semlalia [Marrakech]

Abstract

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Domains

Mathematics [math] Probability [math.PR] Computer Science [cs] Systems and Control [cs.SY] Mathematics [math] Analysis of PDEs [math.AP]

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https://hal-univ-tln.archives-ouvertes.fr/hal-01297350

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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hal-01297350 , version 1 (04-04-2016)

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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, 2016. ⟨hal-01297350⟩

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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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