BSDE with quadratic growth and unbounded terminal value

被引：219
作者：
Briand, Philippe [1 ]
Hu, Ying [1 ]
机构：
[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France
来源：
PROBABILITY THEORY AND RELATED FIELDS | 2006年 / 136卷 / 04期
关键词：
D O I：
10.1007/s00440-006-0497-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. The main idea consists in using a localization procedure together with a priori bounds.
引用
收藏
页码：604 / 618
页数：15
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