On quasilinear parabolic systems and FBSDEs of quadratic growth

DOI10.1214/23-aap1966arXiv2206.08334MaRDI QIDQ6126107

Joe Jackson

Publication date: 9 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.08334

zbMATH Keywords

gradient estimatequasilinear parabolic systemsHölder estimatequadratic FBSDE

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear forward-backward stochastic differential equations with random coefficients
• Harmonic analysis of stochastic equations and backward stochastic differential equations
• Linear forward-backward stochastic differential equations
• Forward-backward stochastic differential equations and their applications
• Solving forward-backward stochastic differential equations explicitly -- a four step scheme
• Continuous exponential martingales and BMO
• Stochastic games for \(N\) players
• Regularity results for nonlinear elliptic systems and applications
• A stability approach for solving multidimensional quadratic BSDEs
• Multidimensional Markovian FBSDEs with super-quadratic growth
• A class of globally solvable Markovian quadratic BSDE systems and applications
• On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case.
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Forward-backward stochastic differential equations with nonsmooth coefficients.
• Solution of forward-backward stochastic differential equations
• On well-posedness of forward-backward SDEs -- a unified approach
• Weak solutions for forward-backward SDEs-a martingale problem approach
• Elliptic Partial Differential Equations of Second Order
• Smooth Solutions of systems of quasilinear parabolic equations
• Ergodic Bellman systems for stochastic games in arbitrary dimension
• Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs
• Backward Stochastic Differential Equations
• Solvability of coupled FBSDEs with diagonally quadratic generators
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
• Global existence for quadratic FBSDE systems and application to stochastic differential games

This page was built for publication: On quasilinear parabolic systems and FBSDEs of quadratic growth