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Volumn 324, Issue 1, 1997, Pages 81-86

Existence and uniqueness results for backward stochastic differential equations when the generator has a quadratic growth;Résultats d'existence et d'unicité pour des équations différentielles stochastiques rétrogrades avec des générateurs à croissance quadratique

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EID: 0030637337     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0764-4442(97)80108-5     Document Type: Article
Times cited : (32)

References (12)
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    • Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions
    • Springer-Verlag
    • Barles G., Murat F. Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions. Arch. Rational Mech. Anal. 133:1995;77-101 Springer-Verlag.
    • (1995) Arch. Rational Mech. Anal. , vol.133 , pp. 77-101
    • Barles, G.1    Murat, F.2
  • 3
    • 0000084723 scopus 로고
    • Existence de solutions non bornées pour certaines équations quasi-linéaires
    • Boccardo L., Murat F., Puel J.-P. Existence de solutions non bornées pour certaines équations quasi-linéaires. Portugal. Math. 41:1982;507-534.
    • (1982) Portugal. Math. , vol.41 , pp. 507-534
    • Boccardo, L.1    Murat, F.2    Puel, J.-P.3
  • 4
    • 0002032512 scopus 로고
    • Existence de solutions faibles pour des équations elliptiques quasi-linéaires à croissance quadratique
    • H. Brezis, & J.-L. Nonlinear Partial Differential and their Applications, Collège de France Seminar, IV. Lions. London: Pitman
    • Boccardo L., Murat F., Puel J.-P. Existence de solutions faibles pour des équations elliptiques quasi-linéaires à croissance quadratique. Brezis H., Lions J.-L. Nonlinear Partial Differential and their Applications, Collège de France Seminar, IV. Res. Notes Math. 84:1983;19-73 Pitman, London.
    • (1983) Res. Notes Math. , vol.84 , pp. 19-73
    • Boccardo, L.1    Murat, F.2    Puel, J.-P.3
  • 5
    • 38249024047 scopus 로고
    • Existence results for some quasilinear parabolic equations
    • Boccardo L., Murat F., Puel J.-P. Existence results for some quasilinear parabolic equations. Nonlinear Anal. 13:1988;373-392.
    • (1988) Nonlinear Anal. , vol.13 , pp. 373-392
    • Boccardo, L.1    Murat, F.2    Puel, J.-P.3
  • 6
  • 9
    • 0010873873 scopus 로고    scopus 로고
    • Backward stochastic differential equations with continuous coefficients
    • (à paraître)
    • Lepeltier J.P. et San Martin J. Backward stochastic differential equations with continuous coefficients. Statist. Probab. Lett. (à paraître).
    • Statist. Probab. Lett.
    • Lepeltier, J.P.1    San Martin, J.2
  • 10
    • 0025262967 scopus 로고
    • Adapted solution of a backward stochastic differential equation
    • Pardoux E., Peng S. Adapted solution of a backward stochastic differential equation. Systems Control Lett. 14:1990;55-61.
    • (1990) Systems Control Lett. , vol.14 , pp. 55-61
    • Pardoux, E.1    Peng, S.2
  • 11
    • 0000268709 scopus 로고
    • Backward stochastic differential equations and quasilinear parabolic partial differential equations
    • B.L. Rozovskii, & R.B. Sowers. Stochastic partial differential equations and their applications. Berlin, Heidelberg New York: Springer
    • Pardoux E., Peng S. Backward stochastic differential equations and quasilinear parabolic partial differential equations. Rozovskii B.L., Sowers R.B. Stochastic partial differential equations and their applications. Lecture Notes in Control and Inform. Sci. 176:1992;200-217 Springer, Berlin, Heidelberg New York.
    • (1992) Lecture Notes in Control and Inform. Sci. , vol.176 , pp. 200-217
    • Pardoux, E.1    Peng, S.2
  • 12
    • 0002686129 scopus 로고
    • Probabilistic Interpretation for Systems of Quasilinear Parabolic Partial Differential Equations
    • Peng S. Probabilistic Interpretation for Systems of Quasilinear Parabolic Partial Differential Equations. Stochastics Stochastics Rep. 37:1991;61-74.
    • (1991) Stochastics Stochastics Rep. , vol.37 , pp. 61-74
    • Peng, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.