Backward Stochastic Differential Equations with No Driving Martingale, Markov Processes and Associated Pseudo-Partial Differential Equations: Part II—Decoupled Mild Solutions and Examples

Author:

Barrasso Adrien,Russo Francesco

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference41 articles.

1. Aronson, D.G.: Bounds for the fundamental solution of a parabolic equation. Bull. Am. Math. Soc. 73, 890–896 (1967)

2. Bakry, D., Gentil, I., Ledoux, M.: Analysis and Geometry of Markov Diffusion Operators, vol. 348. Springer, Berlin (2013)

3. Bally, V., Pardoux, E., Stoica, L.: Backward stochastic differential equations associated to a symmetric Markov process. Potential Anal. 22(1), 17–60 (2005)

4. Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stoch. Int. J. Probab. Stoch. Process. 60(1–2), 57–83 (1997)

5. Barles, G., Lesigne, E.: SDE, BSDE and PDE. In: Backward Stochastic Differential Equations (Paris, 1995–1996), Volume 364 of Pitman Research Notes Mathematical Series, pp. 47–80. Longman, Harlow (1997)

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