Forward-backward stochastic differential equations and quasilinear parabolic PDEs
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Publication:1299974
DOI10.1007/s004409970001zbMath0943.60057OpenAlexW2081458347MaRDI QIDQ1299974
Shanjian Tang, Etienne Pardoux
Publication date: 30 August 2000
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004409970001
existenceuniquenessviscosity solutionmonotonicity conditionforward-backward stochastic differential equations
Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic systems in control theory (general) (93E03)
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