Fractional backward SDEs with locally monotone coefficient and application to PDEs

DOI10.1515/rose-2022-2095OpenAlexW4318455398MaRDI QIDQ2692942

Mostapha Abdelouahab Saouli

Publication date: 17 March 2023

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2022-2095

zbMATH Keywords

semilinear PDEsSobolev solutionBSDEs associated to fBmlocally monotone assumption

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators

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