Backward Stochastic Differential Equations Associated to a Symmetric Markov Process

Author:

Bally V.,Pardoux E.,Stoica L.

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference14 articles.

1. Bally, V. and Matoussi, A.: ‘Stochastic PDE’s and doubly stochastic backward differential equations’, J. Theoret. Probab. 14 (2001), 125–164.

2. Barles, G. and Lesigne, E.: ‘SDE, BSDE and PDE’, in N. El Karoui and L. Mazliak (eds), Backward Stochastic Differential Equations, Pitman Res. Notes in Math. 364, Longman, 1997.

3. Blumenthal, R.M. and Getoor, R.K.: Markov Processes and Potential Theory, Academic Press, New York, 1966.

4. Briand, Ph., Delyon, B., Hu, Y., Pardoux, E. and Stoica, L.: ‘L p solutions of backward stochastic differential equations’, Stochastic Process. Appl. 108 (2003), 109–129.

5. Fukushima, M., Oshima, Y. and Takeda, M.: Dirichlet Forms and Symmetric Markov Processes, Walter de Gruyter, Berlin, 1994.

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