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Stochastic representation of diffusions corresponding to divergence form operators
3 references·5 citing·24 second hop
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this work references cited by second hop

References

  • 1981Calcul d'ito sans probabilites247 cited
  • 1986Time Reversal of Diffusions210 cited
  • 1995Quadratic Covariation and an Extension of Itô's Formula143 cited

Cited by

  • 2002A probabilistic interpretation of the divergence and BSDE's26 cited
  • 2001Generalization of Itô's formula for smooth nondegenerate martingales26 cited
  • 2003Backward SDEs and Cauchy problem for semilinear equations in divergence form22 cited
  • 1997An extension of Ito's formula for elliptic diffusion processes20 cited
  • 2003A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE18 cited

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