Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations

DOI10.1016/j.spa.2013.01.005zbMath1263.60057arXiv1109.0672OpenAlexW2032680599MaRDI QIDQ1947596

Kai Du, Qi Zhang

Publication date: 22 April 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0672

zbMATH Keywords

Feynman-Kac formulaforward-backward stochastic differential equationsbackward stochastic partial differential equationssemi-linear degenerate equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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