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Journal articles
Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results
Khaled Bahlali 1
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Author IdHAL : khaled-bahlali
M’hamed Eddahbi
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Youssef Ouknine 2
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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 Semlalia Marrakech (Morocco)
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Complete list of metadatas
https://hal-univ-tln.archives-ouvertes.fr/hal-01824223
Contributor : Khaled Bahlali <>
Submitted on : Wednesday, June 27, 2018 - 1:00:31 AM
Last modification on : Monday, July 2, 2018 - 3:15:02 PM
Contributor : Khaled Bahlali <>
Submitted on : Wednesday, June 27, 2018 - 1:00:31 AM
Last modification on : Monday, July 2, 2018 - 3:15:02 PM
Identifiers
- HAL Id : hal-01824223, version 1
- DOI : 10.1214/16-AOP1115
Citation
Khaled Bahlali, M’hamed Eddahbi, Youssef Ouknine. Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results. Annals of Probability, Institute of Mathematical Statistics, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩. ⟨hal-01824223⟩
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