Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

DOI10.1081/SAP-120037626zbMath1060.60066WikidataQ115294572 ScholiaQ115294572MaRDI QIDQ4826126

Khaled Bahlali, Youssef Ouknine, El Hassan Es-Saky

Publication date: 11 November 2004

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

reflected backward stochastic differential equationviscosity solution of multivalued partial differential equations

Mathematics Subject Classification ID

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

Related Items (11)

Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process ⋮ Reflected backward stochastic differential equations with perturbations ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations ⋮ A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ Fractional backward SDEs with locally monotone coefficient and application to PDEs ⋮ BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs ⋮ Reflected BSDEs in time-dependent convex regions ⋮ 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 ⋮ REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

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