Forward-backward stochastic differential equations and quasilinear parabolic PDEs

DOI10.1007/s004409970001zbMath0943.60057MaRDI QIDQ1299974

Etienne Pardoux, Shanjian Tang

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

zbMATH Keywords

existence; uniqueness; viscosity solution; monotonicity condition; forward-backward stochastic differential equations

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

60G44: Martingales with continuous parameter

93E03: Stochastic systems in control theory (general)

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