Abstract:We study a class of non-linear Backward stochastic differential equations (BSDE) with a superlinear driver process f adapted to a filtration F and over a random time interval [[0, S]] where S is a stopping time of F. The terminal condition ξ is allowed to take the value +∞, i.e., singular. We call a stopping time S solvable with respect to a given BSDE and filtration if the BSDE has a minimal supersolution with terminal value ∞ at terminal time S. Our goal is to show existence of solutions to the BSDE for a ra… Show more
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