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Backward stochastic differential equations with locally Lipschitz coefficient

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References

1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1997Backward stochastic differential equations with continuous coefficient354 cited
1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients203 cited
1997Backwards SDE with random terminal time and applications to semilinear elliptic PDE193 cited
1998Existence for BSDE with superlinear–quadratic coefficient130 cited

Cited by

2007NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS45 cited
2018Existence and uniqueness results for BSDE with jumps: the whole nine yards42 cited
2002Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient38 cited
2010Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs27 cited
2005Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps26 cited
2011General existence results for reflected BSDE and BSDE25 cited
2015Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator23 cited
2010LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients

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23 cited

2009Uniqueness result for the BSDE whose generator is monotonic in y and uniformly continuous in z21 cited

2011Anticipated backward stochastic differential equations with non-Lipschitz coefficients20 cited