AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of parabolic equations involving a distribution expressed as divergence of a measurable field. This leads to an extension of the method of backward stochastic differential equations to a class of nonlinearities larger than the usual one
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
International audienceThis paper is devoted to the study of the differentiability of solutions to re...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
AbstractWe extend some results on time-homogeneous processes generated by divergence form operators ...
In the probability literature, backward stochastic differential equations (BSDE) received considerab...
AbstractIn this paper, we study a class of multi-dimensional backward stochastic differential equati...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
Backward stochastic differential equations extend the martingale representation theorem to the nonli...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
AbstractBackward stochastic differential equations (BSDE) also gives the weak solution of a semi-lin...
http://www.edpsciences.org/journal/index.cfm?edpsname=psWe show in this article how the theory of "r...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
International audienceThis paper is devoted to the study of the differentiability of solutions to re...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
AbstractWe extend some results on time-homogeneous processes generated by divergence form operators ...
In the probability literature, backward stochastic differential equations (BSDE) received considerab...
AbstractIn this paper, we study a class of multi-dimensional backward stochastic differential equati...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
Backward stochastic differential equations extend the martingale representation theorem to the nonli...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
AbstractBackward stochastic differential equations (BSDE) also gives the weak solution of a semi-lin...
http://www.edpsciences.org/journal/index.cfm?edpsname=psWe show in this article how the theory of "r...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
International audienceThis paper is devoted to the study of the differentiability of solutions to re...
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