Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

7 references·15 citing·31 second hop

FromToDepth

this work references cited by second hop

References

2005Stochastic Integration and Differential Equations4,594 cited
1983Stochastic Differential Equations and Diffusion Processes3,836 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1998Stochastic Flows and Stochastic Differential Equations1,182 cited
2014Stochastic Integration and Differential Equations : A New Approach686 cited
1994Backward doubly stochastic differential equations and systems of quasilinear SPDEs337 cited

Cited by

2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications121 cited
2018A class of globally solvable Markovian quadratic BSDE systems and applications74 cited
2007Stationary solutions of SPDEs and infinite horizon BDSDEs72 cited
2010Solving BSDE with Adaptive Control Variate68 cited
2008Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes45 cited
2005Backward Stochastic Differential Equations Associated to a Symmetric Markov Process45 cited
2010About the Pricing Equations in Finance42 cited
2005Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

40 cited

2010Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients38 cited

2014Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations37 cited

2005SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN ℝn36 cited

2002Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs32 cited

2008Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes32 cited

2010The obstacle problem for quasilinear stochastic PDE’s28 cited

2010Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs27 cited