RBSDEs with stochastic monotone and polynomial growth condition

zbMath1149.60045MaRDI QIDQ938574

K. Bahali, Modeste N'zi, Abouo Elouaflin

Publication date: 26 August 2008

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (6)

A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions ⋮ BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions ⋮ Backward doubly SDEs with continuous and stochastic linear growth coefficients ⋮ Backward doubly stochastic differential equations with discontinuous coefficients ⋮ Backward doubly stochastic differential equations with stochastic Lipschitz condition

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