A generalized existence theorem of BSDEs

DOI10.1016/J.CRMA.2006.02.020MaRDI QIDQ2499673zbMATH OpenOpenAlexFDO

Authors Guangyan Jia

Publication date 14 August 2006

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.2006.02.020

zbMATH Keywords

backward stochastic differential equationexistence

Mathematics Subject Classification ID

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

Recommendations

• On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients
• scientific article; zbMATH DE number 5284631
• A class of backward stochastic differential equations with discontinuous coefficients
• Comparison and existence theorems for backwards stochastic DE's with discontinuous generators
• An existence theorem of BSDE with two reflecting barriers and discontinuous coefficient

Cites work

• scientific article; zbMATH DE number 2144817 (Why is no real title available?)
• Adapted solution of a backward stochastic differential equation
• Backward Stochastic Differential Equations in Finance
• Backward stochastic differential equations with continuous coefficient

Cited in

(12)

• BSE's, BSDE's and fixed-point problems
• A generalized existence theorem of reflected BSDEs with double obstacles
• On the existence of solutions to BSDEs with generalized uniformly continuous generators
• Anticipated backward stochastic differential equations with left-Lipschitz coefficient
• Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients
• A generalized existence theorem of backward doubly stochastic differential equations
• An existence theorem for multidimensional BSDEs with mixed reflections
• A class of backward doubly stochastic differential equations with discontinuous coefficients
• General existence results for reflected BSDE and BSDE
• Comparison and existence theorems for backwards stochastic DE's with discontinuous generators

This page was built for publication: A generalized existence theorem of BSDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2499673)