Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7174761
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs |
scientific article; zbMATH DE number 7174761 |
Statements
Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (English)
0 references
26 February 2020
0 references
forward-backward stochastic differential equations
0 references
elliptic PDEs
0 references
probabilistic interpretations
0 references
Feynman-Kac formula
0 references
Poisson equations
0 references
0 references
0 references
0 references
0 references
0 references
0.9647866
0 references
0.94802624
0 references
0.94712937
0 references
0.94115126
0 references
0.94111043
0 references
0.9408617
0 references
0.93962604
0 references
