Backward doubly stochastic differential equations with a superlinear growth generator

DOI10.1016/J.CRMA.2014.10.008zbMATH Open1319.60122OpenAlexW2000666615MaRDI QIDQ2255246FDOQ2255246

Khaled Bahlali, Badreddine Mansouri, Rafika Gatt

Publication date: 9 February 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2014.10.008

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zbMATH Keywords

backward doubly stochastic differential equationsstochastic PDEsSobolev solutionsuperlinear growth generator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• Backward doubly stochastic differential equations with infinite time horizon.
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
• An approximation result for nonlinear SPDEs with Neumann boundary conditions
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations

Cited In (2)

• REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS
• The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth

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