Averaging of backward stochastic differential equations, with application to semi-linear pde's
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Publication:4347782
DOI10.1080/17442509708834109zbMath0891.60053OpenAlexW2021085014MaRDI QIDQ4347782
Etienne Pardoux, Alexander Yu. Veretennikov
Publication date: 7 July 1998
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834109
parabolic partial differential equationsdiffusion approximationbackward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60)
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