# American Institute of Mathematical Sciences

January  2020, 5: 1 doi: 10.1186/s41546-020-0043-5

## Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting

 Laboratoire Manceau de Mathématiques, Le Mans Université, Avenue Olivier Messiaen, 72085 Le Mans cedex 9, France

Received  March 08, 2019 Published  February 2020

We use the functional Itô calculus to prove that the solution of a BSDE with singular terminal condition verifies at the terminal time: lim inftT Y (t) = ξ = Y (T). Hence, we extend known results for a non-Markovian terminal condition.
Citation: Dmytro Marushkevych, Alexandre Popier. Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Probability, Uncertainty and Quantitative Risk, 2020, 5 (0) : 1-. doi: 10.1186/s41546-020-0043-5
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