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arXiv · 1309.5071

A Note on BSDEs with singular coefficients

Monique Jeanblanc·Anthony Reveillac
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Abstract

In this Note we study a class of BSDEs which admits a particular singularity in their driver. More precisely, we assume that the driver is not integrable and degenerates when approaching to the terminal time of the equation.

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Monique Jeanblanc, Anthony Reveillac. 2014-01-07. A Note on BSDEs with singular coefficients. https://arxiv.org/abs/1309.5071

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