Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations |
scientific article; zbMATH DE number 5060500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations |
scientific article; zbMATH DE number 5060500 |
Statements
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (English)
0 references
5 October 2006
0 references
stochastic integrals
0 references
Brownian motion
0 references
stochastic differential equations
0 references
distributional derivative
0 references
forward backward stochastic differential equations
0 references
0 references
0 references
0 references
0.8485627770423889
0 references
0.8445773720741272
0 references
0.8439692258834839
0 references
0.8345064520835876
0 references