BSDEs with polynomial growth generators.

Briand, Philippe; Carmona, René

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$L^{p}$ solutions of BSDEs with stochastic Lipschitz condition.

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A simple proof of the support theorem for diffusion processes

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Backward doubly stochastic differential equations with infinite time horizon

Bo Zhu, Baoyan Han (2012)

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We give a sufficient condition on the coefficients of a class of infinite horizon backward doubly stochastic differential equations (BDSDES), under which the infinite horizon BDSDES have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations.