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BSDEs with polynomial growth generators

机译:具有多项式增长生成器的BSDE

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In this paper, we give existence and uniqueness results for backward stochastic differential equations when the generator has a polynomial growth in the state variable. We deal with the case of a fixed terminal time, as well as the case of random terminal time. The need for this type of extension of the classical existence and uniqueness results comes from the desire to provide a probabilistic representation of the solutions of semilinear partial differential equations in the spirit of a nonlinear Feynman-Kac formula. Indeed, in many applications of interest, the nonlinearity is polynomial, e.g, the Allen-Cahn equation or the standard nonlinear heat and Schrödinger equations.
机译:在本文中,当发生器的状态变量具有多项式增长时,我们给出了倒向随机微分方程的存在性和唯一性结果。我们处理固定终端时间的情况以及随机终端时间的情况。对这种类型的经典存在和唯一性结果进行扩展的需要,是出于在非线性Feynman-Kac公式的精神上提供半线性偏微分方程解的概率表示的愿望。实际上,在许多感兴趣的应用中,非线性是多项式,例如Allen-Cahn方程或标准非线性热和Schrödinger方程。

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