Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

By Marco Fuhrman, Gianmario Tessitore. 2005

50 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/faee15a64a140d9370cfb8d95e161763a5a14068

How researchers see this paper

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

In Computational Theory and Mathematics

1. Fausto Gozzi
2. Carlo Marinelli

In Control and Systems Engineering

1. Fausto Gozzi
2. Carlo Marinelli

In Finance

1. Fausto Gozzi
2. Carlo Marinelli

Citations in the corpus

• Stochastic optimal control of delay equations arising in advertising models (2004, methodology): “In this case the L2 approach of Goldys and Gozzi [13] and the forward-backward SDE approach of Fuhrman and Tessitore [10], [12], [11] apply.”