Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backwards SDE with random terminal time and applications to semilinear elliptic PDE |
scientific article |
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Backwards SDE with random terminal time and applications to semilinear elliptic PDE (English)
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20 September 1998
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stochastic differential equation
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monotonicity
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stopping time
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Brownian motion
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viscosity solution
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semilinear elliptic partial differential equations
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