Backward doubly SDEs with continuous and stochastic linear growth coefficients
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Publication:1787199
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Cites work
- Adapted solution of a backward stochastic differential equation
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward doubly stochastic differential equations with discontinuous coefficients
- Backward doubly stochastic differential equations with non-Lipschitz coefficients
- Backward doubly stochastic differential equations with stochastic Lipschitz condition
- Backward equations, stochastic control and zero-sum stochastic differential games
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with stochastic monotone coefficients
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
- Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
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- Infinite horizon forward-backward stochastic differential equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- RBSDEs with stochastic monotone and polynomial growth condition
- Reflected backward doubly stochastic differential equations with discontinuous generator
- Zero-sum stochastic differential games and backward equations
Cited in
(14)- Two-barriers reflected backward doubly SDEs beyond right continuity
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
- Backward doubly stochastic differential equations with polynomial growth coefficients
- Backward doubly stochastic differential equations with monotone and discontinuous coefficients
- scientific article; zbMATH DE number 1066321 (Why is no real title available?)
- A class of BDSDEs with uniformly continuous coefficients
- Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator
- Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process
- Backward doubly SDEs driven by a nonhomogeneous Lévy process with continuous and stochastic linear growth coefficients
- General mean-field BDSDEs with continuous and stochastic linear growth coefficients
- L p -Solutions of backward doubly SDEs with continuous and stochastic linear growth coefficients and p ∈ (1,2)
- L^p-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p (1, 2)
- Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients
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