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Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme · Study

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ChapterEstimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

François Delarue2003

Chapter2003

Estimates of the Solutions of a System of Quasi-linear PDEs. A Probabilistic Scheme

François Delarue

59 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Differential Equations and Boundary Problems

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Citations in this library

Stored only when both papers are in the corpus — 59 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth 1994Solving forward-backward stochastic differential equations explicitly — a four step scheme 2007Forward-Backward Stochastic Differential Equations and their Applications 1984Large Deviations and the Malliavin Calculus 1995Solution of forward-backward stochastic differential equations 2002On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

Cited by

2003Weak Solutions of Forward–Backward SDE's

Details

Year2003

Typechapter

Published2003-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations59

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-40004-2_12

openalex_workW2506148458

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