Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

DOI10.1080/17442500701605528zbMath1154.60047OpenAlexW2076112866MaRDI QIDQ3518567

Youssef Ouknine, Djibril Ndiaye

Publication date: 8 August 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500701605528

zbMATH Keywords

backward stochastic differential equationsminimal solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Related Items (2)

Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators ⋮ BSDE driven by Poisson point processes with discontinuous coefficient

Cites Work

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• An example of almost universally observable vector fields on \(P^ 1({\mathbb{R}})\)
• Forward-backward stochastic differential equations and quasilinear parabolic PDEs
• On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
• On a SDE driven by a fractional Brownian motion and with monotone drift
• Backward-forward SDE's and stochastic differential games
• Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
• Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
• Strong comparison of solutions of one-dimensional stochastic differential equations

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