Adapted solutions of generalized BSDE with stochastic monotone coefficients

MaRDI QIDQ3571309zbMATH OpenFDO

Authors Zhenyun Xie, Ning-Mao Xia

Publication date 8 July 2010

zbMATH Keywords

existence and uniquenessgeneralized backward stochastic differential equationstochastic monotone

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Generalized BSDE for Lévy processes under stochastic monotone conditions
• On existence of solutions to a backward stochastic differential equation with generalized left-Lipschitz coefficients
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward stochastic differential equations with stochastic monotone coefficients
• General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition

Cited in

(4)

• Solution and reflected solutions of forward SDEs with generalized Wiener functional approach
• Solving BSDE with Adaptive Control Variate
• An adapted solution of a class of BSDE
• Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

This page was built for publication: Adapted solutions of generalized BSDE with stochastic monotone coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3571309)