Reflected BSDE with quadratic growth and unbounded terminal value
Symplectic Geometry
2007-11-06 v1 Probability
Abstract
In this paper we prove the existence of a solution for reflected BSDE's\ whose coefficient is of quadratic growth in and of linear growth in , with an unbounded terminal value.
Cite
@article{arxiv.0711.0619,
title = {Reflected BSDE with quadratic growth and unbounded terminal value},
author = {J. -P. Lepeltier and M. Xu},
journal= {arXiv preprint arXiv:0711.0619},
year = {2007}
}