A generalized existence theorem of BSDEs

DOI10.1016/J.CRMA.2006.02.020zbMATH Open1119.60046OpenAlexW1992650296MaRDI QIDQ2499673FDOQ2499673

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

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zbMATH Keywords

backward stochastic differential equationexistence

Mathematics Subject Classification ID

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

Cites Work

• Backward Stochastic Differential Equations in Finance
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with continuous coefficient
• Title not available (Why is that?)

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
• On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• 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

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