The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. K. Bahlali (2001), Backward stochastic differential equations with locally Lipschitz coefficient. C.R.A.S Paris, serie I, 333, 481-486. Math. Review 2002g:60087
  2. P. Briand, R. Carmona, (2000), BSDEs with polynomial growth generators. J. Appl. Math. Stochastic Anal. 13, 3, 207-238.
    Math. Review 2001j:60108
  3. R. Darling, E. Pardoux, (1997), Backward SDE with monotonicity and random terminal time. Ann. of Probab. 25, 1135-1159.
    Math. Review 98k:60095
  4. A. Dermoune, S. Hamadène, Y. Ouknine, (1999), Backward stochastic differential equation with local time. Stoch. Stoch. Reports. 66 , 103-119. Math. Review 2000e:60031
  5. N. El Karoui, S. Peng, M.C. Quenez, (1997), Backward stochastic differential equations in finance. Math. Finance. 7, 1-71. Math. Review 98d:90030
  6. N. El-Karoui and S. Mazliak eds. Pitman Research Notes in Mathematics. Series 364. Math. Review 98d:90030
  7. S. Hamadène, (1996), Equations différentielles stochastiques rétrogrades: Le cas localement lipschitzien. Ann. Inst. Henri Poincaré. 32, 645-660. Math. Review 97q:60076
  8. S. Hamadène, (2000), Multidimensional Backward SDE's with Uniformly Continuous Coefficient. Monte Carlo 2000 conference at Monte Carlo, France, 3-5 jul. 2000, Preprint, Université du Maine. Math.Review number not available.
  9. S. Hamadène, J.P. Lepeletier, S. Peng, (1997), BSDE With continuous coefficients and applications to Markovian nonzero sum
    stochastic differential games. in N. El-Karoui and S. Mazliak eds. Pitman Research Notes in Mathematics. Series 364.
    Math. Review 1 752 678
  10. M. Kobylanski, (1997), Résultats d;existence et d'unicité pour des équations différentielles stochastiques rétrogrades avec des générateurs à croissance quadratique. C.R.A.S. Paris, Série 1 Math. 324, 81-86. Math. Review 97i:60095
  11. J.P. Lepeltier, J. San Martin, (1998), Existence for BSDE with Superlinear-Quadratic coefficients. Stoch. Stoch.Reports. 63, 227-240. Math. Review 9j:60087
  12. J. Ma, J. Yong (1999), Forward-Backward Stochastic Differential Equations and their applications. Lectures Note in Mathematics. 1702. Springer. Math. Review 2000k:60118
  13. X. Mao, (1995), Adapted solutions of backward stochastic differential Equations with non-Lipschitz coefficient. Stoch. Proc. Appl. 58 , 281-292. Math. Review 96f:60099
  14. E. Pardoux, (1999), BSDE's, weak convergence and homogenization of semilinear PDEs. In F. Clarke and R. Stern eds. Nonlin. Analy., Diff. Equa. and Control, Kluwer Acad. Publi. Dordrecht. 503-549. Math. Review 2000e:60096
  15. E. Pardoux, S. Peng, (1990), Adapted solution of a backward stochastic differential equation. Syst. Cont. Letters. 14, 55-61. Math. Review 91e:60171
  16. E. Pardoux, S. Peng, (1992), Backward SDEs and quasilinear PDEs. In Stochastic Partial Differential Equations and their Applications. B.L. Rozovskii and R. Sowers, eds. Lecture Notes and inform. Sci. 176, 200-217. Math. Review 93k:60157
  17. S. Peng, (1991), Probabilistic interpretation for systems of quasilinear parabolic partial differential equations. Stoch. Stoch. Reports. 37 , 61-74. Math. Review 93a:35159
  18. R. Situ (1997), On solutions of backward stochastic differential equations with jumps and applications. Stoch. Process. Appl. 66, 209--236. Math. Review 98j:60085
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.