Backward stochastic differential equations with subdifferential operator and related variational inequalities
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference11 articles.
1. Barbu, V., 1976. Nonlinear Semigroups and Differential Equations in Banach Spaces. Ed. Academiei Române & Noordhoff International Publishing, Leiden.
2. Brezis, H., 1973. Opérateurs Maximaux Monotones et Semigroupes de Contractions Dans les Espaces de Hilbert. North-Holland, Amsterdam.
3. User’s guide to the viscosity solutions of second order partial differential equations;Crandall;Bull. A.M.S.,1972
4. Backward stochastic differential equations with reflection and Dynkin games;Cvitanic;Ann. Probab.,1996
5. Backward SDE with random terminal time and applications to semilinear elliptic PDE;Darling;Ann. Probab.,1997
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