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most citedExistence and uniqueness for backward stochastic differential equations driven by a random measure

7 citations · 8 across the 9 of their papers we have counts for

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math.PR2019

A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces

Davide Addona, Elena Bandini, Federica Masiero

We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes , with generator with quadratic growth with respe…