Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics,Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/130947933
Reference36 articles.
1. Backward stochastic differential equations with locally Lipschitz coefficient
2. Existence and Uniqueness of Solutions for BSDEs with Locally Lipschitz Coefficient
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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