Probabilistic interpretation of a system of semi-linear parabolic partial differential equations

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 33, Issue 4, 1997, Pages 467-490

  Pardoux, Etienne ^a   Pradeilles, Frédéric ^b   Rao, Zusheng ^c  

^a UNIVERSITÉ DE PROVENCE   (France)

^b UNIVERSITÉ DE TOULOUSE   (France)

^c UNIVERSITY OF SOUTH FLORIDA   (United States)

Author keywords

Backward stochatic differential equation; System of parabolic partial differential equations; Viscosity solution

Indexed keywords

EID: 0031498167     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(97)80101-X     Document Type: Article

References (19)

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