Probabilistic interpretation for integral-partial differential equations with subdifferential operator (Q2722277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic interpretation for integral-partial differential equations with subdifferential operator |
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Probabilistic interpretation for integral-partial differential equations with subdifferential operator (English)
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11 July 2001
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integral-partial differential equation
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sub-differential operator
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viscosity solution
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probabilistic interpretation
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backward stochastic differential equation
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varitational inequalities
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Brownian motion
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Poisson random measure
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