One dimensional BSDEs with logarithmic growth application to PDEs

DOI10.1080/17442508.2017.1311900zbMATH Open1394.60058OpenAlexW2732502405MaRDI QIDQ4584686FDOQ4584686

Authors: Khaled Bahlali, Omar Kebiri, Nabil Khelfallah, Hadjer Moussaoui 

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1311900

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zbMATH Keywords

backward stochastic differential equationsviscosity solutionlogarithmic nonlinearitylogarithmic growthsemilinear PDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (12)

• Existence and uniqueness results for BSDE with jumps: the whole nine yards
• Title not available (Why is that?)
• A PDE with drift of negative Besov index and linear growth solutions.
• On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion
• 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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