Backward stochastic differential equations (BSDE), weak convergence and homogenization of semilinear parabolic differential equations (PDE)

Authors
Gaudron, G Pardoux, E
Citation
G. Gaudron et E. Pardoux, Backward stochastic differential equations (BSDE), weak convergence and homogenization of semilinear parabolic differential equations (PDE), ANN IHP-PR, 37(1), 2001, pp. 1-42
Citations number
24
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
37
Issue
1
Year of publication
2001
Pages
1 - 42
Database
ISI
SICI code
0246-0203(200101/02)37:1<1:BSDE(W>2.0.ZU;2-F