Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
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Cites work
- scientific article; zbMATH DE number 1066315 (Why is no real title available?)
- scientific article; zbMATH DE number 3277871 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations with locally Lipschitz coefficient
- Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
- Weak solutions for SPDE's and backward doubly stochastic differential equations
- \(L^p\) solutions of backward stochastic differential equations.
Cited in
(24)- Backward doubly SDEs and SPDEs with superlinear growth generators
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\)
- Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs
- Minimal supersolutions of BSDEs with lower semicontinuous generators
- Existence and uniqueness results for BSDE with jumps: the whole nine yards
- A PDE with drift of negative Besov index and linear growth solutions.
- 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
- General existence results for reflected BSDE and BSDE
- Multidimensional quadratic and subquadratic BSDEs with special structure
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem
- \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- A type of globally solvable BSDEs with triangularly quadratic generators
- One dimensional BSDEs with logarithmic growth application to PDEs
- BSDEs with coefficient of superquadratic growth and application to semilinear PDE
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type
- Stochastic optimal control and BSDEs with logarithmic growth
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions
- scientific article; zbMATH DE number 7606273 (Why is no real title available?)
- McKean-Vlasov BSDEs with locally monotone coefficient
- A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
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