Section: New Results
Backward stochastic differential equations
Since October 2005, D. Hernandez-Hernandez and Marie-Claire Kammerer-Quenez are working on some problems related with the smoothness of solutions of nonlinear parabolic partial differential equations using representations of backward stochastic differential equations. With Magdalena Kobylanski (UMLV), they are studing in particular the connections between the solutions of BSDEs with quadratic growth and PDEs (in a classical sense). The idea is to use an approximation of the PDE and of the associated BSDE.