Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
DOI10.1007/S10958-014-2183-6zbMATH Open1359.60077OpenAlexW1989711777MaRDI QIDQ906002FDOQ906002
Authors: Yana Belopolskaya 
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
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quasilinear parabolic equationsviscosity solutionsforward-backward stochastic differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Comparison principles in context of PDEs (35B51) Viscosity solutions to PDEs (35D40) Initial value problems for second-order parabolic systems (35K45) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- On the comparison theorem for multidimensional BSDEs
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
- Functional Integration and Partial Differential Equations. (AM-109)
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- User’s guide to viscosity solutions of second order partial differential equations
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- Probabilistic approaches to nonlinear parabolic equations in jet-bundles
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
- Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
- Probabilistic interpretation of a system of semilinear parabolic partial differential equations
- FUNCTIONAL INTEGRALS CONNECTED WITH OPERATOR EVOLUTION EQUATIONS
- On certain systems of parabolic equations
Cited In (8)
- Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations
- Probabilistic models of the conservation and balance laws in switching regimes
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Probabilistic model for the Lotka-Volterra system with cross-diffusion
- Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems
- Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
- Probabilistic counterparts of nonlinear parabolic partial differential equation systems
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