scientific article; zbMATH DE number 780713

zbMATH Open0830.60054MaRDI QIDQ4840702FDOQ4840702

Authors: Xuerong Mao 

Publication date: 28 January 1996

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

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zbMATH Keywords

backward stochastic differential equationsBihari's inequalityquasilinear partial differential equationsgeneralized Feynman-Kac formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Cited In (33)

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• Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
• Harmonic analysis of stochastic equations and backward stochastic differential equations
• Existence and uniqueness of solutions to a backward stochastic differential equation
• Backward stochastic differential equations with constraints on the gains-process
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• Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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• Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
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• Homeomorphism of solutions to backward SDEs and applications
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• Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
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• Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs
• Solvability of backward stochastic differential equations with quadratic growth
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
• Backward stochastic differential equations with Young drift
• Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
• Perturbed backward stochastic differential equations
• A class of quadratic forward-backward stochastic differential equations
• A spatial stochastic epidemic model: law of large numbers and central limit theorem
• Backward stochastic differential equations with stochastic monotone coefficients
• PDE solutions of stochastic differential utility
• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition
• Open problems on backward stochastic differential equations
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• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs

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