Solvability of forward–backward stochastic partial differential equations-Reference-Cited by-同舟云学术

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Solvability of forward–backward stochastic partial differential equations

Published:2014-08 Issue:8 Volume:124 Page:2583-2604
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Yin Hong

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference29 articles.

1. Backward–forward stochastic differential equations;Antonelli;Ann. Appl. Probab.,1993

2. Conjugate convex functions in optimal stochastic control;Bismut;J. Math. Anal. Appl.,1973

3. J.M. Bismut, Théorie Probabiliste du Contrôle des Diffusions, in: Mem. Amer. Math. Soc., vol. 176, Providence, Rhode Island, 1973.

4. Stochastic Partial Differential Equations;Chow,2007

5. F. Confortola, Dissipative backward stochastic differential equations in infinite dimensions (Ph.D. thesis), Politecnico di Milano, Milano, Italy, 2005.

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