On semi-linear degenerate backward stochastic partial differential equations

Probability Theory and Related Fields

Volumn 123, Issue 3, 2002, Pages 381-411

  Hu, Ying ^a   Ma, Jin ^b   Yong, Jiongmin ^c  

^a UNIVERSITÉ DE RENNES 1   (France)

^b PURDUE UNIVERSITY   (United States)

^c FUDAN UNIVERSITY   (China)

Author keywords

Adapted solutions; Degenerate backward stochastic partial differential equations; Non linear Feynman Kac formula

Indexed keywords

EID: 0036022589     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100193     Document Type: Article

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