Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
From MaRDI portal
Publication:1860594
DOI10.1214/ECP.v7-1058zbMath1008.60075MaRDI QIDQ1860594
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122492
Related Items (35)
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions ⋮ Locally Lipschitz BSDE with jumps and related Kolmogorov equation ⋮ Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator ⋮ The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients ⋮ Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators ⋮ Lp (1 < p ⩽ 2) solutions of one-dimensional BSDEs whose generator is weakly monotonic in y and non-Lipschitz in z ⋮ One dimensional BSDEs with logarithmic growth application to PDEs ⋮ McKean-Vlasov BSDEs with locally monotone coefficient ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS ⋮ \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration ⋮ Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Fractional backward SDEs with locally monotone coefficient and application to PDEs ⋮ Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées ⋮ Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition ⋮ Stochastic optimal control and BSDEs with logarithmic growth ⋮ Anticipated backward stochastic differential equations with non-Lipschitz coefficients ⋮ One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Anticipated backward stochastic differential equations with non-Lipschitz coefficients ⋮ Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ BSDE driven by a simple Lévy process with continuous coefficient ⋮ Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering ⋮ Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media ⋮ Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition ⋮ Backward doubly stochastic differential equations with a superlinear growth generator ⋮ BSDE driven by Poisson point processes with discontinuous coefficient ⋮ BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs ⋮ General existence results for reflected BSDE and BSDE ⋮ Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs ⋮ BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem ⋮ On a Class of Quadratic Growth RBSDE with Jumps and Its Application ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
This page was built for publication: Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient