A probabilistic interpretation of the divergence and BSDE's. (Q2574533)

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scientific article; zbMATH DE number 2233727
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    A probabilistic interpretation of the divergence and BSDE's.
    scientific article; zbMATH DE number 2233727

      Statements

      A probabilistic interpretation of the divergence and BSDE's. (English)
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      29 November 2005
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      backward stochastic differential equations
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      forward-backward martingale decomposition
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      divergence form elliptic operators
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      nonlinear parabolic equations
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      Dirichlet spaces
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