14 citations · 23 across the 7 of their papers we have counts for
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math.PR2012
A new probabilistic approach to non local and fully non linear second order partial differential equations
Jocelyne Bion-Nadal
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent…
math.PR2012★ 6 cited
Time consistent convex Feller processes and non linear second order partial differential equations
Jocelyne Bion-Nadal
This paper shows how the theory of dynamic risk measures provides viscosity solutions to a family of second-order parabolic partial differential equations, even in the degenerate c…