Backwards SDE with random terminal time and applications to semilinear elliptic PDE

DOI10.1214/aop/1024404508zbMath0895.60067OpenAlexW2038518354MaRDI QIDQ1370224

Etienne Pardoux, Richard W. R. Darling

Publication date: 20 September 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404508

zbMATH Keywords

monotonicitystochastic differential equationviscosity solutionBrownian motionstopping timesemilinear elliptic partial differential equations

Mathematics Subject Classification ID

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