Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977)

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Representation of solutions to 2BSDEs in an extended monotonicity setting

scientific article; zbMATH DE number 7267896

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English	Representation of solutions to 2BSDEs in an extended monotonicity setting	scientific article; zbMATH DE number 7267896

Statements

instance of

scholarly article

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title

Representation of solutions to 2BSDEs in an extended monotonicity setting (English)

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Bulletin des Sciences Mathématiques

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publication date

28 October 2020

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zbMATH Keywords

second order backward stochastic differential equation

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extended monotonicity

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representation formula

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.bulsci.2020.102907

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cites work

A generalization of a lemma of bellman and its application to uniqueness problems of differential equations

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\(L^p\) solutions of backward stochastic differential equations.

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Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs

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Existence, uniqueness and comparisons for BSDEs in general spaces

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Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.

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\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators

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Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions

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Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type

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Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type

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Finite and infinite time interval BSDEs with non-Lipschitz coefficients

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\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

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Multidimensional BSDEs with weak monotonicity and general growth generators

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Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

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\(L^{p}\)-solutions for reflected backward stochastic differential equations

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On pathwise stochastic integration

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Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions

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A new existence result for second-order BSDEs with quadratic growth and their applications

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

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Second-order BSDEs with general reflection and game options under uncertainty

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Second order reflected backward stochastic differential equations

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Q4114574

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Pathwise construction of stochastic integrals

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Second-order BSDE under monotonicity condition and liquidation problem under uncertainty

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Second-order backward stochastic differential equations under a monotonicity condition

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Second order backward stochastic differential equations with quadratic growth

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Stochastic control for a class of nonlinear kernels and applications

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On solutions of backward stochastic differential equations with jumps and applications

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Quasi-sure stochastic analysis through aggregation

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Wellposedness of second order backward SDEs

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\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps

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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

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Identifiers

zbMATH Open document ID

1471.60089

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Mathematics Subject Classification ID

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10.1016/J.BULSCI.2020.102907

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Sitelinks

Mathematics(1 entry)

mardi Representation of solutions to 2BSDEs in an extended monotonicity setting