Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I

By Rainer Buckdahn, Jin Ma. 2001

84 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/ab6287cf7d45711aecc31f7081385752546b5616

How researchers see this paper

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

In Finance

1. Peter K. Friz
2. Harald Oberhauser
3. M. Caruana
4. N. Mrhardy
5. Brahim Boufoussi
6. Johannes A. van Casteren
7. Nicolas Victoir
8. Samy Tindel

In Mathematical Physics

1. Peter K. Friz
2. Harald Oberhauser
3. M. Caruana
4. N. Mrhardy
5. Brahim Boufoussi
6. Johannes A. van Casteren
7. Massimiliano Gubinelli
8. Nicolas Victoir

In Modeling and Simulation

1. N. Mrhardy
2. Brahim Boufoussi
3. Johannes A. van Casteren
4. Peter K. Friz

Citations in the corpus

• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (2009, background): “have also benefited from global (Doss–Sussmann) type transformations; see [37, 6, 7].”
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions (2007, methodology): “Next we recall a generalized version of the Itô–Ventzell formula; the proof is analogous to the corresponding one in Buckdahn and Ma [2].”