Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
DOI10.1007/S10958-013-1155-6zbMATH Open1272.35070OpenAlexW2157808590MaRDI QIDQ357232FDOQ357232
Yana Belopolskaya, Wojbor A. Woyczyński
Publication date: 30 July 2013
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-013-1155-6
Viscosity solutions to PDEs (35D40) Initial value problems for second-order parabolic systems (35K45) Nonlinear parabolic equations (35K55)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Continuous-time stochastic control and optimization with financial applications
- Forward-backward stochastic differential equations and their applications
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- User’s guide to viscosity solutions of second order partial differential equations
- Adapted solution of a backward stochastic differential equation
- Solution of forward-backward stochastic differential equations
Cited In (7)
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
- Probabilistic Counterparts for Strongly Coupled Parabolic Systems
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
- Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers
- A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions
- Probabilistic interpretations of quasilinear parabolic systems
This page was built for publication: Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q357232)
