Solvability of some quadratic BSDEs without exponential moments

We establish the existence and uniqueness of square integrable solutions for a class of one-dimensional quadratic backward stochastic differential equations (QBSDEs). This is done with a merely square integrable terminal condition, and in some cases with a measurable generator. This shows, in particular, that neither the existence of exponential moments for the terminal condition nor the continuity of the generator are needed for the existence and/or uniqueness of solutions for quadratic BSDEs. These conditions are used in the previous papers on QBSDEs. To do this, we show that Ito's formula remains valid for functions having a merely locally integrable second (generalized) derivative. A comparison theorem is also established. (C) 2013 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.