scientific article; zbMATH DE number 6470860

MaRDI QIDQ5500294zbMATH OpenFDO

Authors Yana Belopolskaya, Wojbor A. Woyczyński

Publication date 5 August 2015

Full work available at URL http://www.seminariomatematico.unito.it/rendiconti/71-2/209.pdf

zbMATH Keywords

forward-backward stochastic differential equationsnonlinear parabolic systemsstochastic differential equations

Mathematics Subject Classification ID

Quasilinear parabolic equations (35K59) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(5)

• Probabilistic counterparts of nonlinear parabolic partial differential equation systems
• Probabilistic approaches to nonlinear parabolic equations in jet-bundles
• Systems of nonlinear backward and forward Kolmogorov equations: generalized solutions
• Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
• Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs

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