Backward stochastic differential equations and integral-partial differential equations
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Publication:3128079
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
backward stochastic differential equationjump diffusion processesviscosity solutions of partial differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Martingales with continuous parameter (60G44)
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