Backward stochastic differential equation with local time

DOI10.1080/17442509908834188zbMath0930.60044OpenAlexW2077652529WikidataQ115295024 ScholiaQ115295024MaRDI QIDQ4242647

Said Hamadène, Youssef Ouknine, Azzouz Dermoune

Publication date: 31 January 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834188

zbMATH Keywords

local timebackward stochastic differential equationexistence and uniqueness of solutionsquadratic growth coefficient

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (10)

Solvability of some quadratic BSDEs without exponential moments ⋮ Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient ⋮ McKean-Vlasov BSDEs with locally monotone coefficient ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps ⋮ Unnamed Item ⋮ General existence results for reflected BSDE and BSDE ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient ⋮ Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients ⋮ Limit theorems for BSDE with local time applications to non-linear PDE

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