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

DOI10.1016/J.MATPUR.2021.01.006zbMATH Open1461.35132OpenAlexW3124388156WikidataQ115343498 ScholiaQ115343498MaRDI QIDQ2661963FDOQ2661963

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

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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)

Cites Work

• Bounds for the fundamental solution of a parabolic equation
• Spazi \({\mathcal L}^{(p,\vartheta)} (\Omega,\delta)\) e loro proprieta
• Splitting multidimensional BSDEs and finding local equilibria
• Smooth Solutions of systems of quasilinear parabolic equations
• On the Hölder continuity of bounded weak solutions of quasilinear parabolic systems
• Equazioni paraboliche del secondo ordine e spazi \({\mathfrak L}^{2,\theta} (\Omega,\delta)\)
• Regularity theory for systems of partial differential equations with Neumann boundary conditions.
• Title not available (Why is that?)
• A class of globally solvable Markovian quadratic BSDE systems and applications

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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