Backward Stochastic Differential Equations Associated to a Symmetric Markov Process

Adapted solution of a backward stochastic differential equation

Étienne Pardoux, Shigē Péng · Systems & Control Letters · 1990 · 2.8K citations

Engineering, Mathematics, Differential Equations +9

Backward Stochastic Differential Equations in Finance

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

Engineering, Economics, Finance +10

Schrödinger operators with singular potentials

Tosis Kato · Israel Journal of Mathematics · 1972 · 616 citations

Natural Sciences, Physics, Differential Equations +13

General Theory of Markov Processes.

Geoffrey Grimmett, M. J. Sharpe · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1990 · 458 citations

Engineering, Mathematics, Probability Theory +10

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