scientific article; zbMATH DE number 1867088

zbMATH Open1013.60038MaRDI QIDQ4792522FDOQ4792522

Authors: Zengjing Chen, Xiangrong Wang Edit this on Wikidata

Publication date: 24 March 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

backward stochastic differential equationpartial differential equationcomonotonicity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (5)

• Comonotonic theorems of BSDEs with stochastic generators
• Malliavin derivative and comonotonic theorems for BSDEs
• A comonotonic theorem for BSDEs
• Comonotonic theorems of BSDEs with deterministic generators
• A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications

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