Backward stochastic differential equations and integral-partial differential equations

DOI10.1080/17442509708834099zbMath0878.60036OpenAlexW1970805552MaRDI QIDQ3128079

Etienne Pardoux, Guy Barles, Rainer Buckdahn

Publication date: 14 December 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509708834099

zbMATH Keywords

backward stochastic differential equationjump diffusion processesviscosity solutions of partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Martingales with continuous parameter (60G44)

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