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

DOI10.1016/J.JDE.2017.09.030OpenAlexW2760654024MaRDI QIDQ1680459FDOQ1680459

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

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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)

Cites Work

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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
• \(L^p\)-estimate for linear forward-backward stochastic differential equations
• An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations
• 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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