One dimensional BSDEs with logarithmic growth application to PDEs
DOI10.1080/17442508.2017.1311900zbMath1394.60058OpenAlexW2732502405MaRDI QIDQ4584686
Hadjer Moussaoui, Khaled Bahlali, Nabil Khelfallah, Omar Kebiri
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
viscosity solutionbackward stochastic differential equationslogarithmic growthlogarithmic nonlinearitysemilinear PDEs
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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