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Cited article:
Fabrice Baudoin
ESAIM: PS, 16 (2012) 453-478
Published online: 2012-10-31
This article has been cited by the following article(s):
7 articles
A horizontal Chern–Gauss–Bonnet formula on totally geodesic foliations
Fabrice Baudoin, Erlend Grong and Gianmarco Vega-Molino Annals of Global Analysis and Geometry 61 (4) 759 (2022) https://doi.org/10.1007/s10455-022-09827-3
Stochastic areas, winding numbers and Hopf fibrations
Fabrice Baudoin and Jing Wang Probability Theory and Related Fields 169 (3-4) 977 (2017) https://doi.org/10.1007/s00440-016-0745-x
An asymptotic expansion of forward-backward SDEs with a perturbed driver
Akihiko Takahashi and Toshihiro Yamada International Journal of Financial Engineering 02 (02) 1550020 (2015) https://doi.org/10.1142/S2424786315500206
On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver
Akihiko Takahashi and Toshihiro Yamada SSRN Electronic Journal (2013) https://doi.org/10.2139/ssrn.2319358
Control and Optimization with PDE Constraints
Gabriel Turinici International Series of Numerical Mathematics, Control and Optimization with PDE Constraints 164 159 (2013) https://doi.org/10.1007/978-3-0348-0631-2_9
A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Akihiko Takahashi and Toshihiro Yamada SSRN Electronic Journal (2012) https://doi.org/10.2139/ssrn.2007584
On Approximation of the Solutions to Partial Differential Equations in Finance
Akihiko Takahashi and Toshihiro Yamada SSRN Electronic Journal (2011) https://doi.org/10.2139/ssrn.1915024