One dimensional BSDEs with logarithmic growth application to PDEs

DOI10.1080/17442508.2017.1311900zbMath1394.60058OpenAlexW2732502405MaRDI QIDQ4584686

Hadjer Moussaoui, Khaled Bahlali, Nabil Khelfallah, Omar Kebiri

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1311900

zbMATH Keywords

viscosity solutionbackward stochastic differential equationslogarithmic growthlogarithmic nonlinearitysemilinear PDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (9)

Locally Lipschitz BSDE with jumps and related Kolmogorov equation ⋮ Unnamed Item ⋮ Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Stochastic zero-sum differential games and backward stochastic differential equations ⋮ Existence and uniqueness results for BSDE with jumps: the whole nine yards ⋮ Unnamed Item ⋮ BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem ⋮ One dimensional reflected BSDEs with two barriers under logarithmic growth and applications

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