Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
DOI10.1007/s10958-014-2183-6zbMath1359.60077OpenAlexW1989711777MaRDI QIDQ906002
Publication date: 28 January 2016
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-014-2183-6
quasilinear parabolic equationsviscosity solutionsforward-backward stochastic differential equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic systems (35K45) Viscosity solutions to PDEs (35D40) Comparison principles in context of PDEs (35B51)
Related Items (3)
Cites Work
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
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