Probabilistic interpretation of a system of semilinear parabolic partial differential equations
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Publication:1366454
DOI10.1016/S0246-0203(97)80101-XzbMath0891.60054MaRDI QIDQ1366454
Etienne Pardoux, Zusheng Rao, Frédéric Pradeilles
Publication date: 19 July 1998
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_4_467_0
parabolic partial differential equationsbackward stochastic differential equationsviscosity solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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