Limit theorems for BSDE with local time applications to non-linear PDE

DOI10.1080/10451120212870zbMath1011.60043MaRDI QIDQ3148778

Youssef Ouknine, M'hamed Eddahbi

Publication date: 2 June 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120212870

zbMATH Keywords

comparison theorem; local time; backward stochastic differential equation; singular partial differential equations

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

Related Items

Existence and uniqueness results for BSDE with jumps: the whole nine yards, Solvability of some quadratic BSDEs without exponential moments

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