Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux dérivées partielles

DOI10.1016/S0764-4442(97)83546-XMaRDI QIDQ4385791zbMATH OpenFDO

Authors Rainer Buckdahn, Marc Quincampoix, Aurel Răşcanu

Publication date 25 May 1998

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

viability property(deterministic) partial differential equationsbackward stochastic differential equations with constraintsexistence of unique viscosity solutionsstochastic representation of viscosity solution

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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Cited in

(4)

• Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature
• Viscosity solutions, backward stochastic differential equations and Markov processes
• Viability of moving sets for a nonlinear Neumann problem
• On nonlinear inclusions in non-smooth domains

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