dc.contributor |
Centre de Recerca Matemàtica |
dc.contributor.author |
Bahlali, K. |
dc.contributor.author |
Essaky, E.H. |
dc.contributor.author |
Hassani, M. |
dc.contributor.author |
Pardoux, E. |
dc.date.accessioned |
2006-07-10T07:00:48Z |
dc.date.available |
2006-07-10T07:00:48Z |
dc.date.issued |
2006-04 |
dc.identifier.uri |
http://hdl.handle.net/2072/2191 |
dc.format.extent |
436549 bytes |
dc.format.mimetype |
application/pdf |
dc.language.iso |
eng |
dc.publisher |
Centre de Recerca Matemàtica |
dc.relation.ispartofseries |
Prepublicacions del Centre de Recerca Matemàtica;682 |
dc.rights |
Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el centre i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/) |
dc.subject |
Equacions estocàstiques diferencials |
dc.subject |
Equacions diferencials parcials |
dc.title |
Lp-solutions to BSDEs with super-linear growth coefficient. Application to degenerate semilinear PDEs. |
dc.type |
info:eu-repo/semantics/preprint |
dc.description.abstract |
We consider multidimensional backward stochastic differential equations (BSDEs). We prove the existence and uniqueness of solutions when the coefficient grow super-linearly, and moreover,
can be neither locally Lipschitz in the variable y nor in the variable z.
This is done with super-linear growth coefficient and a p-integrable terminal condition (p & 1). As application, we establish the existence and uniqueness of solutions to degenerate semilinear PDEs with superlinear growth generator and an Lp-terminal data, p & 1. Our result cover, for instance, the case of PDEs with logarithmic nonlinearities. |