Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

Khaled Bahlali (1) , El Hassan Essaky (2) , Mohammed Hassani (2)

1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 Facult e Polydisciplinaire de Safi - D épartement de Biologie

no abstract

Domaines: Probabilités [math.PR]; Systèmes et contrôle [cs.SY]; Equations aux dérivées partielles [math.AP]

Khaled Bahlali, El Hassan Essaky, Mohammed Hassani. Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator. SIAM Journal on Mathematical Analysis, 2015, 47 (6), pp.4251--4288. ⟨10.1137/130947933⟩. ⟨hal-01297352⟩