One dimensional BSDEs with logarithmic growth application to PDEs
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Cites work
- scientific article; zbMATH DE number 1341816 (Why is no real title available?)
- scientific article; zbMATH DE number 1032935 (Why is no real title available?)
- scientific article; zbMATH DE number 2107522 (Why is no real title available?)
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
- A super-stable motion with infinite mean branching
- Adapted solution of a backward stochastic differential equation
- BSDE with quadratic growth and unbounded terminal value
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with locally Lipschitz coefficient
- Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- Existence for BSDE with superlinear–quadratic coefficient
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
- Flows of homeomorphisms of stochastic differential equations with measurable drift
- General existence results for reflected BSDE and BSDE
- Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
- Homogenization of semilinear PDEs with discontinuous averaged coefficients
- Minimal supersolutions of BSDEs with lower semicontinuous generators
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
- Multidimensional quadratic BSDEs with separated generators
- Multidimensional quadratic and subquadratic BSDEs with special structure
- On Weak Solutions of Backward Stochastic Differential Equations
- On weak uniqueness for some diffusions with discontinuous coefficients
- Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
- Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
- Solvability of some quadratic BSDEs without exponential moments
- Stochastic optimal control and BSDEs with logarithmic growth
- The Bolthausen-Sznitman coalescent and the genealogy of continuous-state branching processes
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs
- Équations d'évolution avec non linéarité logarithmique
Cited in
(14)- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- scientific article; zbMATH DE number 7606273 (Why is no real title available?)
- On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion
- A PDE with drift of negative Besov index and linear growth solutions.
- One dimensional reflected BSDEs with two barriers under logarithmic growth and applications
- Locally Lipschitz BSDE with jumps and related Kolmogorov equation
- L^1 solution to scalar BSDEs with logarithmic sub-linear growth generators
- Pontryagin maximum principle for reflected BSDEs
- Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- Stochastic zero-sum differential games and backward stochastic differential equations
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- Maximum principle for BSDEs with locally Lipschitz and logarithmic growth
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