We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients.
- Authors
Eddahbi, Mhamed; Kebiri, Omar; Sene, Abou
- Abstract
In an infinite time horizon, we focused on examining the well-posedness of problems for a particular category of Backward Stochastic Differential Equations having quadratic growth (QBSDEs) with terminal conditions that are merely square integrable and generators that are measurable. Our approach employs a Zvonkin-type transformation in conjunction with the Itô–Krylov's formula. We applied our findings to derive probabilistic representation of a particular set of Partial Differential Equations par have quadratic growth in the gradient (QPDEs) characterized by coefficients that are measurable and almost surely continuous. Additionally, we explored a stochastic control optimization problem related to an epidemic model, interpreting it as an infinite time horizon QBSDE with a measurable and integrable drifts.
- Subjects
PARTIAL differential equations; STOCHASTIC differential equations; TIME perspective; QUADRATIC forms; EPIDEMICS; QUADRATIC equations; HORIZON
- Publication
Axioms (2075-1680), 2023, Vol 12, Issue 12, p1068
- ISSN
2075-1680
- Publication type
Article
- DOI
10.3390/axioms12121068