Forward-backward stochastic differential equations and quasilinear parabolic PDEs

Probability Theory and Related Fields

Volumn 114, Issue 2, 1999, Pages 123-150

  Pardoux, Etienne ^a   Tang, Shanjian ^b  

^a AIX MARSEILLE UNIVERSITY   (France)

^b FUDAN UNIVERSITY   (China)

Author keywords

Backward stochastic differential equation; Contraction mapping theorem; Forward; Quasilinear parabolic partial differential equation

Indexed keywords

EID: 0033463544     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004409970001     Document Type: Article

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