JOURNAL ARTICLE

Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs

Jiaqiang WenYufeng Shi

Year: 2018 Journal:   Journal of Mathematical Analysis and Applications Vol: 476 (1)Pages: 86-100   Publisher: Elsevier BV
Keywords:
Mathematics Malliavin calculus Stochastic differential equation Stochastic partial differential equation Nonlinear system Applied mathematics Stochastic calculus Mathematical analysis Differential equation

Metrics

12
Cited By
2.52
FWCI (Field Weighted Citation Impact)
24
Refs
0.89
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
Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography

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