Concepedia
Journal of Applied Mathematics and Computing · 2011 · 17 citations · 7 references
EngineeringElectrical EngineeringDynamical SystemsStochastic ProcessesGreen's Functions
7
Adapted solution of a backward stochastic differential equation
Étienne Pardoux, Shigē Péng · Systems & Control Letters · 1990 · 2.8K citations
Engineering, Mathematics, Differential Equations +9
Lp solutions of backward stochastic differential equations
Philippe Briand, Bernard Delyon, Ying Hu et al. · Stochastic Processes and their Applications · 2003 · 394 citations
Engineering, Mathematics, Differential Equations +12
Backward stochastic differential equations with continuous coefficient
J. P. Lepeltier · Statistics & Probability Letters · 1997 · 346 citations
Engineering, Mathematics, Differential Equations +10
BSDE with quadratic growth and unbounded terminal value
Probability Theory and Related Fields · 2006 · 226 citations · Full text
Engineering, Economics, Optimization +3
A uniqueness theorem for the solution of Backward Stochastic Differential Equations
Guangyan Jia · Comptes Rendus Mathématique · 2008 · 30 citations
Engineering, Mathematics, Differential Equations +13