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Stochastics and Stochastic Reports Volume 76, 2004 - Issue 5
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Original Articles

Probabilistic interpretation of a system of quasilinear parabolic PDEs

A.B. Sow * LERSTAD, UFR S.A.T., Université Gaston Berger, B.P. 234, Saint-Louis, Sénégal
&
E. Pardoux LATP, UFR-MIM, Centre de Math. et d'Informatique, Université de Provence, 39 Rue F-Joliot Curie, F-13453, Marseille Cedex, FranceCorrespondence[email protected]
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Pages 429-477 | Received 20 May 2004, Accepted 28 Jul 2004, Published online: 20 Aug 2006

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Bruno Bouchard. (2009) A stochastic target formulation for optimal switching problems in finite horizon. Stochastics 81:2, pages 171-197.
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Articles from other publishers (8)

Christian Beck, Martin Hutzenthaler & Arnulf Jentzen. (2021) On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations. Stochastics and Dynamics 21:08.
Crossref
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 517 658 .
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 353 515 .
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 229 351 .
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 135 227 .
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 73 133 .
Etienne Pardoux & Aurel RӑşcanuEtienne Pardoux & Aurel Răşcanu. 2014. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 1 71 .
Jaime San Martín & Soledad Torres Torres. 2010. Encyclopedia of Quantitative Finance. Encyclopedia of Quantitative Finance.

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