scientific article; zbMATH DE number 780713

MaRDI QIDQ4840702zbMATH OpenFDO

Authors Xuerong Mao

Publication date 28 January 1996

zbMATH Keywords

backward stochastic differential equationsBihari's inequalityquasilinear partial differential equationsgeneralized Feynman-Kac formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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