On existence of solutions of BSDEs with continuous coefficient
type: Item
instance of: scholarly article
title: On existence of solutions of BSDEs with continuous coefficient
zbMATH Open document ID: 1065.60088
author: Andrzej Rozkosz
published in: Statistics \& Probability Letters
publication date: 2005-04-07T00:00:00Z
review text: The paper considers the one-dimensional backward stochastic differential equation driven by a diffusion whose generator is a symmetric and uniformly elliptic differential operator. It is proved that if the coefficients of the equation are continuous with linear growth, then there exists a solution represented in terms of a Sobolev solution of the corresponding semilinear partial differential equation.
reviewed by: Feng-Yu Wang
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 35K55
zbMATH DE Number: 2154015
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: divergence form operator
zbMATH Keywords: semilinear parabolic equation
MaRDI profile type: Publication
full work available at URL: j.spl.2004.01.007
OpenAlex ID: W2093664233
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DOI: 10.1016/J.SPL.2004.01.007
description: scientific article; zbMATH DE number 2154015