Systems of quasilinear parabolic equations in R^n and systems of quadratic backward stochastic differential equations

DOI10.1016/J.MATPUR.2021.01.006MaRDI QIDQ2661963zbMATH OpenOpenAlexWikidataFDO

Authors Jens Frehse, Sheung Chi Phillip Yam, Alain Bensoussan

Publication date 8 April 2021

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matpur.2021.01.006

zbMATH Keywords

Markov processesdifferential gamesHamiltonianquasilinear parabolic systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Differential games and control (49N70) Quasilinear parabolic equations (35K59) Initial value problems for second-order parabolic systems (35K45) PDEs with randomness, stochastic partial differential equations (35R60) (n)-person games, (n>2) (91A06)

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Cites work

• scientific article; zbMATH DE number 4096003 (Why is no real title available?)
• A class of globally solvable Markovian quadratic BSDE systems and applications
• Bounds for the fundamental solution of a parabolic equation
• Equazioni paraboliche del secondo ordine e spazi \({\mathfrak L}^{2,\theta} (\Omega,\delta)\)
• On the Hölder continuity of bounded weak solutions of quasilinear parabolic systems
• Regularity theory for systems of partial differential equations with Neumann boundary conditions.
• Smooth Solutions of systems of quasilinear parabolic equations
• Spazi \({\mathcal L}^{(p,\vartheta)} (\Omega,\delta)\) e loro proprieta
• Splitting multidimensional BSDEs and finding local equilibria

Cited in

(3)

• Parabolic equations with quadratic growth in \(\mathbb{R}^{n}\)
• Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
• On quasilinear parabolic systems and FBSDEs of quadratic growth

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