Backward doubly stochastic differential equations and SPDEs with quadratic growth

DOI10.1016/J.SPA.2024.104405zbMATH Open1544.60067MaRDI QIDQ6596210FDOQ6596210

Authors: Ying Hu, Jiaqiang Wen, Jie Xiong 

Publication date: 2 September 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Recommendations

• Backward stochastic differential equations and partial differential equations with quadratic growth.
• BSDEs with coefficient of superquadratic growth and application to semilinear PDE
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic partial differential equations with quadratic growth
• Backward doubly SDEs and SPDEs with superlinear growth generators

zbMATH Keywords

Feynman-Kac formulastochastic partial differential equationquadratic growthbackward doubly stochastic differential equationSobolev solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• The Malliavin Calculus and Related Topics
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
• BSDE with quadratic growth and unbounded terminal value
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Solvability of backward stochastic differential equations with quadratic growth
• Backward doubly stochastic differential equations with polynomial growth coefficients
• Multidimensional quadratic and subquadratic BSDEs with special structure
• Maximum principle for backward doubly stochastic control systems with applications
• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
• Title not available (Why is that?)
• Title not available (Why is that?)
• Backward Stochastic Differential Equations in Finance
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
• Adapted solution of a backward stochastic differential equation
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Quadratic BSDEs with convex generators and unbounded terminal conditions
• Backward stochastic differential equations with continuous coefficient
• Backward SDEs with superquadratic growth
• Super-Brownian motion as the unique strong solution to an SPDE
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Open problems on backward stochastic differential equations
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• Anticipated backward stochastic differential equations with quadratic growth
• Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
• Wong-Zakai approximations of backward doubly stochastic differential equations
• Backward stochastic differential equations. From linear to fully nonlinear theory
• Backward doubly SDEs and SPDEs with superlinear growth generators
• Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs
• A class of globally solvable Markovian quadratic BSDE systems and applications
• Backward doubly stochastic Volterra integral equations and their applications
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations
• Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results

Cited In (1)

• Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)

This page was built for publication: Backward doubly stochastic differential equations and SPDEs with quadratic growth

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6596210)