Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
DOI10.1016/J.CRMA.2010.03.006zbMATH Open1202.60094OpenAlexW2074841802MaRDI QIDQ984690FDOQ984690
Authors: Khaled Bahlali, M. Hassani, E. H. Essaky 
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
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Cites Work
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- Backward Stochastic Differential Equations in Finance
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- Adapted solution of a backward stochastic differential equation
- Weak solutions for SPDE's and backward doubly stochastic differential equations
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
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- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
- Backward stochastic differential equations with locally Lipschitz coefficient
Cited In (22)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- Title not available (Why is that?)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- Minimal supersolutions of BSDEs with lower semicontinuous generators
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
- McKean-Vlasov BSDEs with locally monotone coefficient
- Backward doubly stochastic differential equations with a superlinear growth generator
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
- Stochastic optimal control and BSDEs with logarithmic growth
- Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator
- Backward doubly SDEs and SPDEs with superlinear growth generators
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- Multidimensional quadratic and subquadratic BSDEs with special structure
- One dimensional BSDEs with logarithmic growth application to PDEs
- General existence results for reflected BSDE and BSDE
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
- A type of globally solvable BSDEs with triangularly quadratic generators
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