One dimensional BSDEs with logarithmic growth application to PDEs
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Cites work
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- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
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- Backward stochastic differential equations with locally Lipschitz coefficient
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- 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
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- Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
- Multidimensional quadratic BSDEs with separated generators
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Cited in
(12)- 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
- 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
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