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ArticleBackward stochastic differential equations with locally Lipschitz coefficient

Khaled Bahlali2001

Article2001

Backward stochastic differential equations with locally Lipschitz coefficient

51 citations·0/0 files stored·Comptes Rendus de l Académie des Sciences - Series I - Mathematics

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1997Backward stochastic differential equations with continuous coefficient 1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients 1997Backwards SDE with random terminal time and applications to semilinear elliptic PDE 1998Existence for BSDE with superlinear–quadratic coefficient

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2007NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS 2018Existence and uniqueness results for BSDE with jumps: the whole nine yards 2002Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient 2010Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs 2005Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps 2011General existence results for reflected BSDE and BSDE 2015Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

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2018Existence and uniqueness results for BSDE with jumps: the whole nine yardsarticle · 6 shared references 2002Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficientarticle · 6 shared references 2005Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applicationsarticle · 5 shared references 2002Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficientarticle · 5 shared references 2003Multidimensional backward stochastic differential equations with uniformly continuous coefficientsarticle · 5 shared references 2011General existence results for reflected BSDE and BSDEarticle · 5 shared references

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Year2001

Typearticle

Published2001-09-01

VenueComptes Rendus de l Académie des Sciences - Series I - Mathematics

ISSN-L0764-4442

Languageen

Citations51

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0764-4442(01)02063-8

openalex_workW214694538

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2010LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients