Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031)

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Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples
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    Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (English)
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    26 July 2021
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    martingale problem
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    pseudo-PDE
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    Markov process
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    backward stochastic differential equation
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    decoupled mild solution
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