Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients
DOI10.1016/J.SPA.2004.02.002zbMATH Open1084.60031OpenAlexW2158419444MaRDI QIDQ2485765FDOQ2485765
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2004.02.002
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Cited In (12)
- A Feynman-Kac result via Markov BSDEs with generalised drivers
- Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation
- Forward-backward stochastic differential equations: initiation, development and beyond
- Weak solutions for forward-backward SDEs-a martingale problem approach
- On non-Markovian forward-backward SDEs and backward stochastic PDEs
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
- On the uniqueness of solutions to quadratic BSDEs with non-convex generators
- Reflected BSDEs in non-convex domains
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
- Backward stochastic Volterra integral equations -- representation of adapted solutions
- BSDEs with jumps and path-dependent parabolic integro-differential equations
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