Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

DOI10.1515/ROSE.2002.10.4.335MaRDI QIDQ4780946zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

backward stochastic differential equationconvex regionlocally Lipschitz coefficient

Mathematics Subject Classification ID

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

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(13)

• Backward stochastic differential equations with locally Lipschitz coefficient
• 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
• Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
• scientific article; zbMATH DE number 5812589 (Why is no real title available?)
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• Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations
• Reflected backward stochastic differential equations with perturbations
• Reflected backward stochastic differential equations driven by a Lévy process
• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• Reflected BSDEs with a stochastic Lipschitz coefficient

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