Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
DOI10.3934/dcds.2023018zbMath1528.60063OpenAlexW4323025313MaRDI QIDQ6041198
Zhen Wu, Bing Xie, Zhi-Yong Yu
Publication date: 26 May 2023
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2023018
parabolic partial differential equationsweak solutionsmonotonicity conditionforward-backward stochastic differential equationsprobabilistic interpretation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Solutions to PDEs in closed form (35C05)
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