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Stationary solutions of SPDEs and infinite horizon BDSDEs
8 references·3 citing·33 second hop
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this work references cited by second hop

References

  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 1998Stochastic Flows and Stochastic Differential Equations1,182 cited
  • 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
  • 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations518 cited
  • 2007Stochastic Partial Differential Equations461 cited
  • 1994Backward doubly stochastic differential equations and systems of quasilinear SPDEs337 cited
  • 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order213 cited
  • 2001Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations132 cited

Cited by

  • 2010Maximum Principle for Backward Doubly Stochastic Control Systems with Applications71 cited
  • 2010Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients38 cited
  • 2011BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs25 cited

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