2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/210151We use probabilistic methods to study classical solutions for systems of interacting semilinear parabolic partial differential equations. In a modeling framework for a financial market with interacting Ito and point processes, such PDEs are shown to provide a natural description for the solution of hedging and valuation problems for contingent claims with a recursive payoff structure.Published at http://dx.doi.org/10.1214/105051604000000846 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)ProbabilityComputational Finance60H30, 60J25, 91B28 (Primary) 60G44, 60G55, 91B30. (Secondary)text