Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1024404508 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2038518354 / rank | |||
Normal rank | |||
Revision as of 02:38, 20 March 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
