Viability property for a backward stochastic differential equation and applications to partial differential equations

By Rainer Buckdahn, M. Quincampoix, A. Rășcanu. 2000

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/732fae89ed35ed89528e045463a0b53a6951a326

How researchers see this paper

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

In Economics and Econometrics

1. Shige Peng
2. Ying Hu
3. A. Rășcanu
4. Li-Xin Zhang
5. Marcel Nutz
6. Mingshang Hu
7. Yongsheng Song
8. Fuqing Gao

In Finance

1. Shige Peng
2. Ying Hu
3. A. Rășcanu
4. 'Etienne Pardoux
5. Jianfeng Zhang
6. Li-Xin Zhang
7. Mingshang Hu
8. Marcel Nutz

In Management Science and Operations Research

1. Shige Peng
2. Ying Hu
3. Li-Xin Zhang
4. Marcel Nutz
5. Mingshang Hu
6. Yongsheng Song
7. Jianfeng Zhang
8. Nizar Touzi

Citations in the corpus

• Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (2014, background): “90 reduces to that of the following two lemmas, see [15].”
• On the comparison theorem for multidimensional BSDEs (2006, methodology): “For completeness, we recall the following from [2]: Proposition 2.”