{"title":"具有局部单调系数的分数阶倒向SDEs及其在偏微分方程中的应用","authors":"M. A. Saouli","doi":"10.1515/rose-2022-2095","DOIUrl":null,"url":null,"abstract":"Abstract In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the monotone backward SDEs associated to fBm. Then we connect these two kinds of fractional backward SDEs with the corresponding semilinear partial differential equations (PDEs for short).","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"31 1","pages":"25 - 45"},"PeriodicalIF":0.3000,"publicationDate":"2023-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Fractional backward SDEs with locally monotone coefficient and application to PDEs\",\"authors\":\"M. A. Saouli\",\"doi\":\"10.1515/rose-2022-2095\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the monotone backward SDEs associated to fBm. Then we connect these two kinds of fractional backward SDEs with the corresponding semilinear partial differential equations (PDEs for short).\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":\"31 1\",\"pages\":\"25 - 45\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2023-01-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2022-2095\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2022-2095","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Fractional backward SDEs with locally monotone coefficient and application to PDEs
Abstract In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the monotone backward SDEs associated to fBm. Then we connect these two kinds of fractional backward SDEs with the corresponding semilinear partial differential equations (PDEs for short).
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