Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798): Difference between revisions

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scientific article; zbMATH DE number 7046281

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English	Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients	scientific article; zbMATH DE number 7046281

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instance of

scholarly article

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title

Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (English)

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author

Pengju Duan

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published in

The Journal of Nonlinear Sciences and Applications

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publication date

23 April 2019

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zbMATH Keywords

backward doubly stochastic differential equations

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existence and uniqueness

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integral non-Lipschitz

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.22436/jnsa.010.01.16

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cites work

BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.

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Backward Stochastic Differential Equations in Finance

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Q4357646

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Multidimensional BSDEs with weak monotonicity and general growth generators

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Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

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Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

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Zero-sum stochastic differential games and backward equations

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Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition

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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

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Backward stochastic differential equations with continuous coefficient

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A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

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A generalized existence theorem of backward doubly stochastic differential equations

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Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients

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Adapted solution of a backward stochastic differential equation

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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Identifiers

zbMATH Open document ID

1412.60081

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DOI

10.22436/jnsa.010.01.16

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:4631798

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+https://doi.org/10.22436/jnsa.010.01.16
+Normal rank
@@ Property / OpenAlex ID @@
+W2578794798
@@ Property / OpenAlex ID: W2578794798 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4357646
@@ Property / cites work: Q4357646 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
+Normal rank
@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+A generalized existence theorem of backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4631798