Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions

DOI10.1016/J.JDE.2017.09.030MaRDI QIDQ1680459zbMATH OpenOpenAlexFDO

Authors Chunrong Feng, Xince Wang, Huaizhong Zhao

Publication date 16 November 2017

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2017.09.030

zbMATH Keywords

ellipticweak solutionsprobabilistic representationforward-backward stochastic differential equationsparabolicquasi-linear partial differential equations

Mathematics Subject Classification ID

Partial differential equations (35-XX) Ordinary differential equations (34-XX)

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Cited in

(14)

• Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
• A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.
• Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach
• Forward-backward stochastic differential equations and quasilinear parabolic PDEs
• On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
• Backward stochastic differential equations with Markov chains and associated PDEs
• Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
• An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations
• \(L^p\)-estimate for linear forward-backward stochastic differential equations
• Global existence for quadratic FBSDE systems and application to stochastic differential games
• On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs

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