A probabilistic interpretation of the divergence and BSDE's.

DOI10.1016/S0304-4149(02)00179-5zbMath1075.60544MaRDI QIDQ2574533

Ion Lucretiu Stoica

Publication date: 29 November 2005

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

zbMATH Keywords

nonlinear parabolic equationsbackward stochastic differential equationsDirichlet spacesforward-backward martingale decompositiondivergence form elliptic operators

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites Work

• Adapted solution of a backward stochastic differential equation
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Dirichlet forms and symmetric Markov processes
• Stochastic representation of diffusions corresponding to divergence form operators
• Backward stochastic differential equations associated to a symmetric Markov process
• The limits of stochastic integrals of differential forms
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