most citedForward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.PR2016★ 2 cited

Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs

Evelina Shamarova, Rui Sá Pereira

We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial…