Backward stochastic differential equations with unbounded generators

DOI10.1142/S0219493719500084zbMath1434.60140arXiv1410.2531OpenAlexW3098837289MaRDI QIDQ4630519

Bujar Gashi, Jiajie Li

Publication date: 26 March 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.2531

zbMATH Keywords

existenceuniquenesscomparison theoremBSDEsunbounded generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Finite state mean field games with Wright-Fisher common noise ⋮ Optimal stochastic regulators with state-dependent weights

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