Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs

Backward Stochastic Differential Equations in Finance

Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations

Engineering, Economics, Finance +10

Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

Stochastics and stochastics reports · 1991 · 522 citations

Natural Sciences, Mathematics, Probability Theory +16

Backwards SDE with random terminal time and applications to semilinear elliptic PDE

R. W. R. Darling, Étienne Pardoux · The Annals of Probability · 1997 · 198 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures

Rainer Buckdahn, Ying Hu · Nonlinear Analysis · 1998 · 40 citations

Engineering, Computational Engineering, Finite Element Methods +15

Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth

Alain Bensoussan, Lucio Boccardo, François Murat · Communications on Pure and Applied Mathematics · 1986 · 26 citations

Natural Sciences, Mathematics, Dynamical Systems +13