Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q743513 |
||
| Property / author | |||
| Property / author: Richard W. R. Darling / rank | |||
Revision as of 19:23, 20 February 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
