Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
From MaRDI portal
Publication:877723
DOI10.1016/j.spa.2006.09.008zbMath1112.60048arXiv0704.0509OpenAlexW2027194213MaRDI QIDQ877723
Publication date: 3 May 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.0509
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (2)
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations ⋮ Representation of functionals of Ito processes and their first exit times
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adapted solution of a backward stochastic differential equation
- Semigroups of linear operators and applications to partial differential equations
- Adapted solution of a degenerate backward SPDE, with applications
- On linear, degenerate backward stochastic partial differential equations
- Backward stochastic differential equations with subdifferential operator and related variational inequalities
- BSDEs with polynomial growth generators
- On the Navier-Stokes initial value problem. I
- \(L^p\) solutions of backward stochastic differential equations.
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- Adapted solution of a backward semilinear stochastic evolution equation
- Stochastic Hamilton–Jacobi–Bellman Equations
- Backward Stochastic Differential Equations in Finance
- Backward stochastic variational inequalities
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
- Analytic semigroups and optimal regularity in parabolic problems
This page was built for publication: Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
