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BSDEs, weak convergence and homogenization of semilinear PDEs

1999260 citationsBook Chapter

Authors

Étienne Pardoux · Centre National de la Recherche Scientifique

Topics & Keywords

Stochastic processes and financial applications Advanced Mathematical Modeling in Engineering Stability and Controllability of Differential Equations

UN Sustainable Development Goals

Reduced inequalities

Publication Details

DOI: 10.1007/978-94-011-4560-2_9

Field-Weighted Citation Impact: 14.84

BSDEs, weak convergence and homogenization of semilinear PDEs | Researchclopedia