Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Khaled Bahlali; M’hamed Eddahbi; Youssef Ouknine

doi:10.1214/16-AOP1115

Journal articles

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Khaled Bahlali ¹ M’hamed Eddahbi Youssef Ouknine ²

1 IMATH - Institut de Mathématiques de Toulon - EA 2134

2 Faculté des Sciences Semlalia Marrakech

Document type :

Journal articles

Domain :

Mathematics [math] / Probability [math.PR]

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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

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

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Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

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