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]

Domains: Mathematics [math]; Probability [math.PR]

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, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩. ⟨hal-01824223⟩