Article1997

Averaging of backward stochastic differential equations, with application to semi-linear pde's

E. Pardouxd · Alexander Yu. Veretennikov

30 citations0/0 files storedStochastics and stochastics reports

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Nonlinear Partial Differential Equations

Abstract

We establish an averaging result for a backward SDE, which implies an averaging result for a system of parabolic semilinear PDEs. The method of proof uses the Meyer-Zheng convergence, and an extended uniqueness result for BSDEs for identifying the limit

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1990Adapted solution of a backward stochastic differential equation 1984Tightness criteria for laws of semimartingales

Cited by

2002BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.