Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

DOI10.1515/ROSE.2002.10.4.335zbMATH Open1004.60059OpenAlexW2049659534WikidataQ115235791 ScholiaQ115235791MaRDI QIDQ4780946FDOQ4780946

Authors: Khaled Bahlali, Youssef Ouknine, E. H. Essaky 

Publication date: 21 November 2002

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2002.10.4.335

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zbMATH Keywords

backward stochastic differential equationconvex regionlocally Lipschitz coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (13)

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• Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
• Reflected backward stochastic differential equations with perturbations
• Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite
• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
• Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
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• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
• Reflected BSDEs with a stochastic Lipschitz coefficient
• Backward stochastic differential equations with locally Lipschitz coefficient
• Reflected backward stochastic differential equations driven by a Lévy process
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

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