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Volumn 18, Issue 9, 1997, Pages 857-864

A note on probabilistic interpretation for quasilinear mixed boundary problems

Author keywords

Mixed boundary problems; Probabilistic interpretations; Quasilinear partial differential equations; Stochastic differential equations

Indexed keywords

BOUNDARY VALUE PROBLEMS; PROBABILITY; STOCHASTIC CONTROL SYSTEMS;

EID: 0031385098     PISSN: 02534827     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00133343     Document Type: Article
Times cited : (1)

References (9)
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    • P. L. Lions, Optimal control of diffussion processes and Hamilton Jacobi equations, Part 1, Commu, in PDE, 8, 10 (1983), 1101-1174;
    • (1983) Commu, in PDE , vol.8 , Issue.10 , pp. 1101-1174
    • Lions, P.L.1
  • 5
    • 0001113964 scopus 로고
    • Optimal control of diffussion processes and Hamilton Jacobi equations, Part 2
    • Optimal control of diffussion processes and Hamilton Jacobi equations, Part 2, Commu, in PDE, 8, 11 (1983), 1129-1276.
    • (1983) Commu, in PDE , vol.8 , Issue.11 , pp. 1129-1276
  • 6
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    • Optimal control of diffussion processes and Hamilton Jacobi equations. Part 3
    • H. Brezis and J. L. Lionseds, Research Notes in Math. 93, Pateman Admaroed Publishing Program
    • P. L. Lions, Optimal control of diffussion processes and Hamilton Jacobi equations. Part 3, in H. Brezis and J. L. Lionseds, Nonlinear Partial Diferential Equations and Their Application, Research Notes in Math. 93, Pateman Admaroed Publishing Program (1993).
    • (1993) Nonlinear Partial Diferential Equations and Their Application
    • Lions, P.L.1
  • 7
    • 84990576543 scopus 로고
    • Stochastic differential equations with reflecting boundary conditions
    • P. L. Lions and A. S. Sznitman, Stochastic differential equations with reflecting boundary conditions, Commu. in Pure and Applied Mathematics, 37 (1984), 511-537.
    • (1984) Commu. in Pure and Applied Mathematics , vol.37 , pp. 511-537
    • Lions, P.L.1    Sznitman, A.S.2
  • 8
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    • Adapted solution of backward stochastic equation
    • E. Pardoux and S. Peng, Adapted solution of backward stochastic equation, Systems and Control Letter, 14 (1990), 56-61.
    • (1990) Systems and Control Letter , vol.14 , pp. 56-61
    • Pardoux, E.1    Peng, S.2
  • 9
    • 0002686129 scopus 로고
    • Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
    • S. Peng, Probabilistic interpretation for systems of quasilinear parabolic partial differential equations, Stochastics and Stochastics Reports, 37 (1991), 61-74.
    • (1991) Stochastics and Stochastics Reports , vol.37 , pp. 61-74
    • Peng, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.