Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227)
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scientific article; zbMATH DE number 6351726
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| English | Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations |
scientific article; zbMATH DE number 6351726 |
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Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (English)
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6 October 2014
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forward-backward stochastic differential equations
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quasilinear parabolic partial differential equations
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monotonicity condition
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viscosity solution
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0.9003069996833801
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0.8418107628822327
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