Reflected BSDE with quadratic growth and unbounded terminal value

Details Reflected BSDE with quadratic growth and unbounded terminal value Reflected BSDE with quadratic growth and unbounded terminal value

2007-11-05

arxiv.org/abs/0711.0619v1

Mathematics

Symplectic Geometry

Scientific paper

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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