RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702): Difference between revisions

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-Yu-lian Fan
@@ Property / author: Yu-lian Fan / rank @@
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+Yu-lian Fan
@@ Property / author: Yu-lian Fan / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s11425-006-0557-z
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+W2046633681
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
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@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and random obstacle
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@@ Property / cites work @@
+Q5658888
@@ Property / cites work: Q5658888 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
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@@ links / mardi / name / links / mardi / name @@
+Publication:862702