Backwards SDE with random terminal time and applications to semilinear elliptic PDE

Annals of Probability

Volumn 25, Issue 3, 1997, Pages 1135-1159

  Darling, R W R ^a   Pardoux, Etienne ^b  

^a UNIVERSITY OF SOUTH FLORIDA   (United States)

^b AIX MARSEILLE UNIVERSITY   (France)

Author keywords

Brownian motion; Monotonicity; Semilinear elliptic PDE; Stochastic differential equation; Stopping time; Viscosity solution

Indexed keywords

EID: 0031511874     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1024404508     Document Type: Article

References (11)

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