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Volumn 32, Issue 5, 1998, Pages 609-619

Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures

Author keywords

Forward backward SDEs; Homogenizations; Systems of quasilinear parabolic PDEs

Indexed keywords

ASYMPTOTIC STABILITY; FUNCTIONS; MATRIX ALGEBRA; PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; THEOREM PROVING;

EID: 0032061556     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(97)00505-1     Document Type: Article
Times cited : (28)

References (7)
  • 1
    • 0344891803 scopus 로고
    • Solving forward-backward stochastic differential equations explicitly - a four step scheme
    • Ma, J., Protter, P. and Yong, J., Solving forward-backward stochastic differential equations explicitly - a four step scheme. Probab. Theory Relat. Fields, 1994, 98, 339-359.
    • (1994) Probab. Theory Relat. Fields , vol.98 , pp. 339-359
    • Ma, J.1    Protter, P.2    Yong, J.3
  • 5
    • 0025262967 scopus 로고
    • Adapted solution of a backward stochastic differential equation
    • Pardoux, E. and Peng, S., Adapted solution of a backward stochastic differential equation. Syst. Control Lett., 1990, 14, 55-61.
    • (1990) Syst. Control Lett. , vol.14 , pp. 55-61
    • Pardoux, E.1    Peng, S.2
  • 6
    • 0000268709 scopus 로고
    • Backward stochastic differential equations and quasilinear parabolic partial differential equations
    • ed. B. L. Rozovskii and R. B. Sowers, Springer, Berlin
    • Pardoux, E. and Peng, S., Backward stochastic differential equations and quasilinear parabolic partial differential equations, In Stochastic Partial Differential Equations and their Applications, (Lect. Notes Control Inf. Sci.), ed. B. L. Rozovskii and R. B. Sowers, 176. Springer, Berlin, 1992, pp. 200-217.
    • (1992) Stochastic Partial Differential Equations and Their Applications, (Lect. Notes Control Inf. Sci.) , vol.176 , pp. 200-217
    • Pardoux, E.1    Peng, S.2
  • 7
    • 0031542653 scopus 로고    scopus 로고
    • Backward stochastic differential equations in finance
    • El Karoui, N., Peng, S. and Quenez, M. C., Backward stochastic differential equations in finance. Math. Finance, 1997, 7, 1-71.
    • (1997) Math. Finance , vol.7 , pp. 1-71
    • El Karoui, N.1    Peng, S.2    Quenez, M.C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.