Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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Publication:1299974
DOI10.1007/s004409970001zbMath0943.60057MaRDI QIDQ1299974
Shanjian Tang, Etienne Pardoux
Publication date: 30 August 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004409970001
existence; uniqueness; viscosity solution; monotonicity condition; forward-backward stochastic differential equations
35K55: Nonlinear parabolic equations
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G44: Martingales with continuous parameter
93E03: Stochastic systems in control theory (general)
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