Frei, Christoph; Mocha, Markus; Westray, Nicholas - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2486-2519
exponential moments condition which is shown to be the minimal sufficient condition in a general filtration. The main results are … stochastic exponentials is not unique. We study in detail when the BSDE has a bounded solution and derive a new dynamic …