Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

DOI10.1137/130947933zbMath1331.60107OpenAlexW2128921863MaRDI QIDQ3451748

Khaled Bahlali, Mohammed Hassani, El Hassan Es-Saky

Publication date: 18 November 2015

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130947933

zbMATH Keywords

stabilityuniquenessbackward stochastic differential equationslogarithmic nonlinearitydegenerate semilinear parabolic partial differential equationssuperlinear growth generators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20) Semilinear parabolic equations (35K58)

Related Items (10)

One dimensional BSDEs with logarithmic growth application to PDEs ⋮ McKean-Vlasov BSDEs with locally monotone coefficient ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems ⋮ \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Initial boundary value problem of pseudo‐parabolic Kirchhoff equations with logarithmic nonlinearity ⋮ Fractional backward SDEs with locally monotone coefficient and application to PDEs ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Unnamed Item

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