Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition

DOI10.1016/J.SPL.2013.01.025MaRDI QIDQ1950783zbMATH OpenOpenAlexFDO

Authors Yan Qin, Ning-Mao Xia

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.01.025

zbMATH Keywords

existencestochastic differential equationuniquenessvariational approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Adapted solution of a backward stochastic differential equation
• Adapted solution to BSDEs with Poisson jumps under non-growth conditions
• Adapted solutions and continuous dependence for nonlinear stochastic differential equations with terminal condition
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Backward stochastic differential equations with continuous coefficient
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE
• BSDEs with polynomial growth generators
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations
• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• Linear quadratic regulation for linear time-varying systems with multiple input delays

Cited in

(2)

• An adapted solution of a class of BSDE
• Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations

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