Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

16 references·1 citing·28 second hop

FromToDepth

this work references cited by second hop

References

2007Brownian Motion and Stochastic Calculus7,544 cited
1999Continuous Martingales and Brownian Motion6,253 cited
2005Stochastic Integration and Differential Equations4,700 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
2006The Malliavin Calculus and Related Topics2,548 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
1998Brownian Motion and Stochastic Calculus2,219 cited
2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
2007Forward-Backward Stochastic Differential Equations and their Applications692 cited
2004Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations518 cited
1988Stochastic calculus with anticipating integrands496 cited
2005Utility maximization in incomplete markets425 cited
1994Continuous Exponential Martingales and BMO422 cited
2005A regression-based Monte Carlo method to solve backward stochastic differential equations412 cited
2004A numerical scheme for BSDEs371 cited

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

2003

Lp solutions of backward stochastic differential equations

371 cited

Cited by

2019Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations344 cited