Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:06, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backwards SDE with random terminal time and applications to semilinear elliptic PDE |
scientific article |
Statements
Backwards SDE with random terminal time and applications to semilinear elliptic PDE (English)
0 references
20 September 1998
0 references
stochastic differential equation
0 references
monotonicity
0 references
stopping time
0 references
Brownian motion
0 references
viscosity solution
0 references
semilinear elliptic partial differential equations
0 references