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Volumn 155, Issue 2, 1998, Pages 455-494

Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs

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Indexed keywords


EID: 0005290551     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfan.1997.3229     Document Type: Article
Times cited : (75)

References (9)
  • 1
    • 84990613896 scopus 로고
    • Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth
    • Bensoussan A., Boccardo L., Murat F. Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth. Comm. Pure Appl. Math. 39:1986;769-805.
    • (1986) Comm. Pure Appl. Math. , vol.39 , pp. 769-805
    • Bensoussan, A.1    Boccardo, L.2    Murat, F.3
  • 4
    • 0031511874 scopus 로고    scopus 로고
    • Backwards SDE with random terminal time and applications to semilinear elliptic PDE
    • Darling R. W. R., Pardoux E. Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Ann. Prob. 25:1997;1135-1159.
    • (1997) Ann. Prob. , vol.25 , pp. 1135-1159
    • Darling, R.W.R.1    Pardoux, E.2
  • 5
    • 0031542653 scopus 로고    scopus 로고
    • Backward stochastic differential equations in finance
    • El Karoui N., Peng S., Quenez M. C. Backward stochastic differential equations in finance. Math. Finance. 7:1997;1-71.
    • (1997) Math. Finance , vol.7 , pp. 1-71
    • El Karoui, N.1    Peng, S.2    Quenez, M.C.3
  • 9
    • 0002686129 scopus 로고
    • Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
    • Peng S. Probabilistic interpretation for systems of quasilinear parabolic partial differential equations. Stochastics Stochastics Rep. 37:1991;61-74.
    • (1991) Stochastics Stochastics Rep. , vol.37 , pp. 61-74
    • Peng, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.