On existence of solutions of BSDEs with continuous coefficient

DOI10.1016/J.SPL.2004.01.007zbMath1065.60088OpenAlexW2093664233MaRDI QIDQ1771298

Andrzej Rozkosz

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.01.007

zbMATH Keywords

semilinear parabolic equationbackward stochastic differential equationdivergence form operator

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach ⋮ A note on FBSDE characterization of mean exit times

Cites Work

• Backward stochastic differential equations with continuous coefficient
• Backward SDEs and Cauchy problem for semilinear equations in divergence form
• Weak convergence of diffusions corresponding to divergence form operators
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