Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
type: Item
instance of: scholarly article
title: Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
zbMATH Open document ID: 1202.60094
author: Khaled Bahlali
author: M. Hassani
author: E. H. Essaky
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2010-07-20T00:00:00Z
review text: The authors consider multidimensional BSDE's and establishes the existence and uniqueness as well as the stability of \(p\)-integrable solutions with super-linear growth coefficient and a \(p\)-integrable terminal condition \((p > 1)\). The main difference is that they do not need the generator to be locally monotone in the \(y\) variable neither locally Lipschitz in the variable \(z\). Finally, they give an application to existence of weak Sobolev solutions to the associated system of semilinear parabolic PDEs.
reviewed by: Nikolaos Halidias
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 5757883
zbMATH Keywords: backward SDEs
zbMATH Keywords: existence and uniqueness theory
zbMATH Keywords: semilinear parabolic PDEs
MaRDI profile type: Publication
full work available at URL: j.crma.2010.03.006
OpenAlex ID: W2074841802
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DOI: 10.1016/J.CRMA.2010.03.006
description: scientific article; zbMATH DE number 5757883