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Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient. (English. Abridged French version) Zbl 1017.60068
Summary: The authors prove existence, uniqueness and stability of the solution for multidimensional backward stochastic differential equations with locally monotone coefficient. This is done with an almost quadratic growth coefficient and a square integrable terminal data. The coefficient could be neither locally Lipschitz in the variable $y$ nor in the variable $z$.

MSC:
60H10Stochastic ordinary differential equations
35R60PDEs with randomness, stochastic PDE
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Full Text: DOI
References:
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