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Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients
5 references·16 citing·30 second hop
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this work references cited by second hop

References

  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
  • 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations518 cited
  • 1972Necessary Conditions for Continuous Parameter Stochastic Optimization Problems322 cited
  • 1982Lectures on stochastic control249 cited

Cited by

  • 1997On solutions of backward stochastic differential equations with jumps and applications170 cited
  • 2005Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications89 cited
  • 2002Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient58 cited
  • 2009Backward stochastic differential equations with non-Lipschitz coefficients52 cited
  • 2001Backward stochastic differential equations with locally Lipschitz coefficient51 cited
  • 2006On backward stochastic evolution equations in Hilbert spaces and optimal control50 cited
  • 2003Weak Solutions of Forward–Backward SDE's49 cited
  • 2016Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games49 cited
  • 2018Strong solutions of mean-field stochastic differential equations with irregular drift

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47 cited
  • 2008The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications45 cited
  • 2007NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS45 cited
  • 2009On Solutions of Backward Stochastic Volterra Integral Equations with Jumps in Hilbert Spaces43 cited
  • 2018Existence and uniqueness results for BSDE with jumps: the whole nine yards42 cited
  • 2003On a type of stochastic differential equations driven by countably many Brownian motions42 cited
  • 2002Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient38 cited
  • 2012SOLVABILITY OF GENERAL BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS28 cited