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Quadratic BSDEs with Random Terminal Time and Elliptic PDEs in Infinite Dimension
16 references·2 citing·31 second hop
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  • 2004BSDE s with a random terminal time driven by a monotone generator and their links with PDE s

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65 cited
  • 1999Stationary backward stochastic differential equations and associated partial differential equations30 cited
  • 2007BSDE on an infinite horizon and elliptic PDEs in infinite dimension29 cited
  • Cited by

    • 2020Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes21 cited
    • 2011Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem19 cited