Section: New Results

Markovian superquadratic BSDEs

In [Stochastc Process. Appl., 122(9):3173-3208], the author proved the existence and the uniqueness of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition when the generator and the terminal condition are locally Lipschitz. In [8] , we prove that the existence result remains true for these BSDEs when the regularity assumptions on the generator and/or the terminal condition are weakened.