Abstract
In this paper, we study the existence of solution to BSDE with quadratic growth and unbounded terminal value. The main idea consists in using a localization procedure together with a priori bounds.
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Briand, P., Hu, Y. BSDE with quadratic growth and unbounded terminal value. Probab. Theory Relat. Fields 136, 604–618 (2006). https://doi.org/10.1007/s00440-006-0497-0
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DOI: https://doi.org/10.1007/s00440-006-0497-0