In these lectures, we present the theory of backward stochastic differential equations, and its connection with solutions of semilinear second order partial differential equations of parabolic and elliptic type. This connection provides a probabilistic tool for...
CITATION STYLE
Pardoux, É. (1999). BSDEs, weak convergence and homogenization of semilinear PDEs. In Nonlinear Analysis, Differential Equations and Control (pp. 503–549). Springer Netherlands. https://doi.org/10.1007/978-94-011-4560-2_9
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