### Backward stochastic differential equations and partial differential equations with quadratic growth

Magdalena Kobylanski
Source: Ann. Probab. Volume 28, Number 2 (2000), 558-602.

#### Abstract

We provide existence, comparison and stability results for one- dimensional backward stochastic differential equations (BSDEs) when the coefficient (or generator) $F(t,Y, Z)$ is continuous and has a quadratic growth in $Z$ and the terminal condition is bounded.e also give, in this framework, the links between the solutions of BSDEs set on a diffusion and viscosity or Sobolev solutions of the corresponding semilinear partial differential equations.

First Page:
Primary Subjects: 60H20, 60H30
Secondary Subjects: 35J60, 35k55
Full-text: Open access

Permanent link to this document: http://projecteuclid.org/euclid.aop/1019160253
Mathematical Reviews number (MathSciNet): MR1782267
Digital Object Identifier: doi:10.1214/aop/1019160253
Zentralblatt MATH identifier: 01906369

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