Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension

@inproceedings{Briand2008QuadraticBW,
  title={Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension},
  author={Philippe Briand},
  year={2008}
}
Abstract In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F (t, Y, Z) has a quadratic growth in Z. We provide existence and uniqueness of a bounded solution of such BSDEs and, in the case of infinite horizon, regular dependence on parameters. The obtained results are then applied to prove existence and uniqueness of a mild solution to elliptic partial differential equations in… CONTINUE READING

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