Theoretical study demonstrates the existence of solutions for one-dimensional BSDEs with superlinear and quadratic coefficients, expanding solvability conditions in stochastic calculus.
We prove the existence of a solution for ome dimensionel BSDE when the coefficient is continuous, it has a superlinear growth in ‘y’ and quadratic growth in ‘z’
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Lepeltier et al. (1998) studied this question.
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