Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
type: Item
instance of: scholarly article
title: Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
zbMATH Open document ID: 1017.60068
DOI: 10.1016/S1631-073X(02)02542-6
author: Khaled Bahlali
author: M. Hassani
author: Etienne Pardoux
author: E. H. Essaky
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2003-05-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 1921072
MaRDI profile type: Publication
cites work: Backward stochastic differential equations with locally Lipschitz coefficient
cites work: Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
cites work: Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
cites work: Some generic properties in backward stochastic differential equations with continuous coefficient
cites work: BSDEs with polynomial growth generators
cites work: Backward stochastic differential equation with local time
cites work: Backwards SDE with random terminal time and applications to semilinear elliptic PDE
cites work: Backward stochastic differential equations: The locally Lipschitz case
cites work: On a general result for backward stochastic differential equations
cites work: Infinite dimensional BSDE with jumps
cites work: Backward Stochastic Differential Equations in Finance
cites work: Backward stochastic differential equations and partial differential equations with quadratic growth.
cites work: Backward stochastic differential equations with continuous coefficient
cites work: Existence for BSDE with superlinear–quadratic coefficient
cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Multivalued backward stochastic differential equations with local lipschitz drift
cites work: Backward stochastic differential equations with jumps involving a subdifferential operator
cites work: Q4263364
cites work: Adapted solution of a backward stochastic differential equation
cites work: Q4029028
cites work: Backward stochastic differential equations with subdifferential operator and related variational inequalities
cites work: On solutions of backward stochastic differential equations with jumps and applications
full work available at URL: s1631-073x(02)02542-6
OpenAlex ID: W2062231381
description: scientific article; zbMATH DE number 1921072