Found 7 Documents (Results 1–7)
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion. (English) Zbl 1300.60075
Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. (English) Zbl 0953.35017
Reviewer: M.Capinski (Kraków)
The backward stochastic differential equations and its applications. (Chinese. English summary) Zbl 0906.60047
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. (English) Zbl 0792.60050
Reviewer: E.Pardoux
Backward stochastic differential equations and quasilinear parabolic partial differential equations. (English) Zbl 0766.60079
Stochastic partial differential equations and their applications, Proc. IFIP Int. Conf., Charlotte/NC (USA) 1991, Lect. Notes Control Inf. Sci. 176, 200-217 (1992).
Reviewer: S.Peng (Jinan)
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