Briand, Philippe; Elie, Romuald - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 2921-2939
This paper provides a simple approach for the consideration of quadratic BSDEs with bounded terminal conditions. Using solely probabilistic arguments, we retrieve the existence and uniqueness result derived via PDE-based methods by Kobylanski (2000) [14]. This approach is related to the study of...
