Free Access
Volume 10, September 2006
Page(s) 184 - 205
Published online 09 March 2006
  1. F. Antonelli, Backward forward stochastic differential equations. Ann. Appl. Probab. 3 (1993) 777–793. [CrossRef] [MathSciNet]
  2. F. Delarue, On the existence and uniqueness of solutions to fbsdes in a non-degenerate case. Stochastic Process. Appl. 99 (2002) 209–286. [CrossRef] [MathSciNet]
  3. F. Delarue and S. Menozzi, A forward-backward stochastic algorithm for quasi-linear PDEs. Ann. Appl. Probab. 16 (2006).
  4. J. Ma, P. Protter and J. Yong, Solving forward-backward stochastic differential equations explicitely – a four step scheme. Probab. Th. Rel. Fields 98 (1994) 339–359. [CrossRef]
  5. J. Ma and J. Yong, Forward-backward stochastic differential equations and their applications. Springer, Berlin. Lect. Notes Math. 1702 (1999).
  6. E. Pardoux, Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic pdes of second order, in Stochastic Analysis and Relates Topics: The Geilo Workshop (1996) 79–127.
  7. E. Pardoux and S. Tang, Forward-backward stochastic differential equations and quasilinear parabolic pdes. Probab. Th. Rel. Fields 114 (1999) 123–150. [CrossRef]
  8. P. Perona and J. Malik, Scale space and edge detection using anisotropic diffusion. IEEE Trans. Pattern Anal. Machine Intell. 12 (1990) 629–639. [CrossRef]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.