Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598): Difference between revisions
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Revision as of 19:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations |
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Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (English)
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5 October 2006
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stochastic integrals
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Brownian motion
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stochastic differential equations
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distributional derivative
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forward backward stochastic differential equations
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