Backward stochastic differential equations associated to a symmetric Markov process

Potential Analysis

Volumn 22, Issue 1, 2005, Pages 17-60

  Bally, V ^a   Pardoux, E ^b   Stoica, L ^c  

^a UNIVERSITÉ DU MAINE   (France)

^b AIX MARSEILLE UNIVERSITY   (France)

^c UNIVERSITY OF BUCHAREST   (Romania)

Author keywords

Backward stochastic differential equations; Divergence form semilinear parabolic partial differential equations; Symmetric Markov processes

Indexed keywords

EID: 15244359739     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11118-004-6457-3     Document Type: Article

References (14)

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