Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
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Publication:984690
DOI10.1016/j.crma.2010.03.006zbMath1202.60094OpenAlexW2074841802MaRDI QIDQ984690
Khaled Bahlali, Mohammed Hassani, El Hassan Es-Saky
Publication date: 20 July 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2010.03.006
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
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Cites Work
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- Adapted solution of a backward stochastic differential equation
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- \(L^p\) solutions of backward stochastic differential equations.
- Backward stochastic differential equations with locally Lipschitz coefficient
- Backward Stochastic Differential Equations in Finance
- Weak solutions for SPDE's and backward doubly stochastic differential equations
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