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Volumn 9, Issue 1, 2001, Pages 87-101

Probabilistic Interpretation for integral-partial differential equations with subdifferential operator

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EID: 34547609190     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: 10.1515/rose.2001.9.1.87     Document Type: Article
Times cited : (2)

References (11)
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    • Pardoux, E.1    Peng, S.2
  • 7
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    • User's guide to the viscosity solutions of second order partial differential equation
    • M. Crandall, H. Ishii and P. L. Lions. User's guide to the viscosity solutions of second order partial differential equation, Bull. Amer. Math. Soc. 27,1-67 (1992).
    • (1992) Bull. Amer. Math. Soc. , vol.27 , pp. 1-67
    • Crandall, M.1    Ishii, H.2    Lions, P.L.3
  • 8
    • 0002109472 scopus 로고
    • Stochastic differential equations of jumptype and levy processes in diffeomorphism group
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  • 9
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    • Backward stochastic differential equations with subdifferential operator and related variational inequalities
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    • Multivalued BSDE with jumps associated to a subdif-ferential of convex function
    • M. N'zi and Y. Ouknine. Multivalued BSDE with jumps associated to a subdif-ferential of convex function, Random Operators and Stochastic Equations, 8, 4, (1998).
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    • N'Zi, M.1    Ouknine, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.