Decoupled Mild Solutions of Path-Dependent PDEs and Integro PDEs Represented by BSDEs Driven by Cadlag Martingales

Author:

Barrasso Adrien,Russo Francesco

Publisher

Springer Science and Business Media LLC

Subject

Analysis

Reference30 articles.

1. Aliprantis, C.D., Border, K.C.: Infinite-Dimensional Analysis, 2nd edn. Springer, Berlin (1999). A hitchhiker’s guide

2. Barrasso, A., Russo, F.: Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo partial differential equations. Preprint, hal-01431559, v2 (2017)

3. Barrasso, A., Russo, F.: Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo partial differential equations. part II: Decoupled mild solutions and examples. Preprint, hal-01505974 (2017)

4. Barrasso, A., Russo, F.: Martingale driven BSDEs, PDEs and other related deterministic problems. Preprint, hal-01566883 (2017)

5. Barrasso, A., Russo, F.: Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes. In preparation (2019)

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