100 citations · 108 across the 2 of their papers we have counts for
2 papers
math.PR2007★ 8 cited
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
Fulvia Confortola
In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T…
math.PR2007★ 100 cited
BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
Philippe Briand, Fulvia Confortola
This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators drive…