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arXiv · 0711.0619

Reflected BSDE with quadratic growth and unbounded terminal value

J. -P. Lepeltier·M. Xu
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Abstract

In this paper we prove the existence of a solution for reflected BSDE's\ whose coefficient is of quadratic growth in $z$ and of linear growth in $y$, with an unbounded terminal value.

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BibTeXRIS

J. -P. Lepeltier, M. Xu. 2007-11-05. Reflected BSDE with quadratic growth and unbounded terminal value. https://arxiv.org/abs/0711.0619

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