Backward stochastic differential equations with locally Lipschitz coefficient

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BSDE associated with Lévy processes and application to PDIE (2003, result): “Our results extend in particular those of ([1], [2]) to BSDE driven by a Lévy process.”
Mean-field backward stochastic differential equations and related partial differential equations (2007, background): “Furthermore, for t ∈ [1, 2] we have Y 1 t = (B1) 2 − ∫ 2 t e−(2−s)ds = (B1)(2) − (1 − e−(2−t)) and Z1 t = 0, P-a.”
7 – Backward Stochastic Differential Equations (2011, unknown): “Bahlali [4] verified it in the case where the Lipschitz constant LN in the ball of radius N satisfies LN ∼ √ logN and then further generalized the well-posedness result to subquadratic monotone driver in [5] by the same author.”
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient (2002, background): “The Theorem 2, of section 2, has been already announced in [1] with a sketched proof.”
Multidimensional quadratic and subquadratic BSDEs with special structure (2013, background): “It was generalized by Bahlali et al. [3] to the case where f ðs; y; zÞ has strictly subquadratic growth in z and satisfies a monotonicity condition. q 2015 Taylor & Francis *Corresponding author.”