BACKWARDS SDE WITH RANDOM TERMINAL TIME AND APPLICATIONS TO SEMILINEAR ELLIPTIC PDE
暂无分享,去创建一个
[1] G. Barles,et al. Backward stochastic differential equations and integral-partial differential equations , 1997 .
[2] G. Barles,et al. The Dirichlet problem for semilinear second-order degenerate elliptic equations and applications to stochastic exit time control problems , 1995 .
[3] R. Darling. Constructing Gamma-Martingales with Prescribed Limit, Using Backwards SDE , 1995 .
[4] G. Barles,et al. Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions , 1995 .
[5] P. Lions,et al. User’s guide to viscosity solutions of second order partial differential equations , 1992, math/9207212.
[6] S. Peng,et al. Adapted solution of a backward stochastic differential equation , 1990 .
[7] S. Varadhan,et al. On degenerate elliptic‐parabolic operators of second order and their associated diffusions , 1972 .
[8] É. Pardoux,et al. Probabilistic interpretation of a system of semi-linear parabolic partial differential equations , 1997 .
[9] Shige Peng,et al. Probabilistic interpretation for systems of quasilinear parabolic partial differential equations , 1991 .
[10] M. Yor,et al. Continuous martingales and Brownian motion , 1990 .