Limit theorems for BSDE with local time applications to non-linear PDE
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Publication:3148778
DOI10.1080/10451120212870zbMath1011.60043MaRDI QIDQ3148778
Youssef Ouknine, M'hamed Eddahbi
Publication date: 2 June 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120212870
comparison theorem; local time; backward stochastic differential equation; singular partial differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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Quadratic BSDEs with jumps and related PIDEs, Existence and uniqueness results for BSDE with jumps: the whole nine yards, Solvability of some quadratic BSDEs without exponential moments
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