BSDEs with a random terminal time driven by a monotone generator and their links with PDEs

By M. Royer. 2004

72 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/5144ee7f45d6c388a4c39e158f5c48d02d30193f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Arnaud Debussche
2. Ying Hu
3. Gianmario Tessitore
4. Marco Fuhrman
5. Fausto Gozzi
6. Carlo Marinelli
7. Giuseppe Da Prato
8. P. Briand

In Finance

1. Arnaud Debussche
2. Ying Hu
3. Gianmario Tessitore
4. P. Briand
5. Shige Peng
6. Martina Hofmanov'a
7. Marco Fuhrman
8. Adrien Richou

In Mathematical Physics

1. Ying Hu
2. Arnaud Debussche
3. Gianmario Tessitore
4. Fabian Hornung

Citations in the corpus

• Ergodic BSDEs under weak dissipative assumptions (2010, methodology): “The coupling estimate is used here to get a uniform bound for Y x,α t −Y 0,α 0 where Y x,α is the solution of the following strictly monotonic BSDE (see [21])”