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