Reflected forward–backward stochastic differential equations and related PDEs
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Publication:2821913
DOI10.1080/07362994.2016.1195747zbMath1347.60070OpenAlexW2490892539MaRDI QIDQ2821913
Ying Peng, Junbo Liu, Wenqiang Li
Publication date: 26 September 2016
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2016.1195747
reflectioncomparison theoremviscosity solutionsforward-backward stochastic differential equationsquasilinear parabolic PDE
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Quasilinear parabolic equations (35K59)
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General coupled mean-field reflected forward-backward stochastic differential equations, A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
Cites Work
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