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Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs
7 references·1 citing·21 second hop
Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs (2010)Multidimensional BSDEs with super-linear …Lp solutions of backward stochastic differential equations (2003)Lp solutions of backward stoc…Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (2002)Existence, uniqueness and sta…Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient (2002)Existence and Uniqueness of S…Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations (2001)Weak Solutions for SPDEs and …Backward stochastic differential equations with locally Lipschitz coefficient (2001)Backward stochastic different…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…Adapted solution of a backward stochastic differential equation (1990)Adapted solution of a backwar…Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions (2015)Bounded solutions, Lp(p>1) so…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Integration and Differential Equations (2005)Stationary solutions of SPDEs and infinite horizon BDSDEs (2007)Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011)A class of globally solvable Markovian quadratic BSDE systems and applications (2018)Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Continuous Martingales and Brownian Motion (1999)Quadratic BSDEs with convex generators and unbounded terminal conditions (2007)Quadratic BSDEs with convex generators and unbounded terminal conditions (2008)Dynamic programming approach to principal–agent problems (2017)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Brownian Motion and Stochastic Calculus (2007)Forward-Backward Stochastic Differential Equations and their Applications (2007)NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (2007)Existence and uniqueness results for BSDE with jumps: the whole nine yards (2018)Backward stochastic differential equations with continuous coefficient (1997)The Pricing of Options and Corporate Liabilities (1973)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Theory of rational option pricing (2005)Partial Differential Equations (2010)
this work references cited by second hop

References

  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 2003Lp solutions of backward stochastic differential equations367 cited
  • 2001Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations132 cited
  • 2002Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient58 cited
  • 2001Backward stochastic differential equations with locally Lipschitz coefficient51 cited
  • 2002Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient38 cited

Cited by

  • 2015Bounded solutions, Lp(p>1) solutions and L1 solutions for one dimensional BSDEs under general assumptions26 cited

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