JOURNAL ARTICLE

Stationary backward stochastic differential equations and associated partial differential equations

Rainer BuckdahnShigē Péng

Year: 1999 Journal:   Probability Theory and Related Fields Vol: 115 (3)Pages: 383-399   Publisher: Springer Science+Business Media
Keywords:
Mathematics Stochastic partial differential equation Stochastic differential equation Mathematical analysis Class (philosophy) Numerical partial differential equations Differential equation Applied mathematics Mathematical finance Computer science

Metrics

28
Cited By
0.36
FWCI (Field Weighted Citation Impact)
11
Refs
0.68
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Mathematical Biology Tumor Growth
Physical Sciences →  Mathematics →  Modeling and Simulation

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