Backward stochastic differential equations and partial differential equations with quadratic growth

Annals of Probability

Volumn 28, Issue 2, 2000, Pages 558-602

  Kobylanski, Magdalena ^a  

^a UNIVERSITÉ DE TOURS   (France)

Author keywords

Backward stochastic differential equations; Comparison principle; Feynman Kac formula; Semilinear partial differential equations; Viscosity solutions

Indexed keywords

EID: 0034345576     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1019160253     Document Type: Article

References (16)

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