A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients-Reference-Cited by-同舟云学术

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A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Published:2015-05-07 Issue:5 Volume:87 Page:806-847
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Bahlali Khaled¹²,Hakassou Antoine³,Ouknine Youssef⁴

Affiliation:

1. Université de Toulon, IMATH, EA 2134, 83957La Garde, France

2. CNRS, I2M, Aix Marseille Université, (2013/2014), Marseille, France

3. Université Privée de Marrakech, Ecole d'Ingénierie et d'Innovation, Km 13, route d'Amezmiz, BP 42312Marrakech, Maroc

4. Université Cadi Ayyad de Marrakech et Académie Hassan II des Sciences et Techniques de Rabat, Maroc

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2015.1012080

Reference42 articles.

1. Degenerate stochastic differential equations and super-Markov chains

2. Grandes deviations et applications

3. Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

4. Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs

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1. Non-confluence for SDEs driven by fractional Brownian motion with Markovian switching;Fractional Calculus and Applied Analysis;2024-09-09

2. Non-confluence of fractional stochastic differential equations driven by Lévy process;Fractional Calculus and Applied Analysis;2024-05-03

3. Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs;Stochastic Processes and their Applications;2023-03

4. Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients;Stochastics;2018-01-05

5. One dimensional BSDEs with logarithmic growth application to PDEs;Stochastics;2017-04-10

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