Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems

MaRDI QIDQ2504028zbMATH OpenFDO

Authors Giuseppina Guatteri, Alessandra Lunardi

Publication date 22 September 2006

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

zbMATH Keywords

quadratic nonlinearity

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Nonlinear parabolic equations (35K55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The authors study the Cauchy problem for a certain quasilinear parabolic equation with quadratic nonlinearity in the gradient and with Hölder-continuous, not necessarily differentiable, initial datum, under suitable regularity and growth assumptions on the nonlinear functions involved therein. An application to stochastic forward-backward systems is also discussed.

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Cited in

(2)

• Smooth Solutions of systems of quasilinear parabolic equations
• Weak existence and uniqueness for forward-backward SDEs

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