Work

Backward stochastic differential equations and quasilinear parabolic partial differential equations

Year: 2005

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/bfb0007334

Authors: E. Pardoux, S. Peng

Institutions: Institut national de recherche en sciences et technologies du numérique, Aix-Marseille Université, Université de Provence Aix-Marseille I, Shandong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1994791309

FWCI: 46.53

Cites: 9

Cited by: 783

Related to: 10