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math.PR2014★ 1 cited
Quadratic BSDEs with rough drivers and --terminal condition
M'hamed Eddahbi, Abou Sène
In this paper, we study the existence and uniqueness of solutions to quadratic Backward Stochastic Differential Equations (QBSDEs for short) with rough driver and square integrable…
math.PR2014
Quadratic BSDEs with --terminal data Existence results, Krylov's estimate and Itô--Krylov's formula
Khaled Bahlali, M'hamed Eddahbi, Youssef Ouknine
In a first step, we establish the existence (and sometimes the uniqueness) of solutions for a large class of quadratic backward stochastic differential equations (QBSDEs) with cont…