Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients

Journal of Theoretical Probability

Volumn 25, Issue 2, 2012, Pages 396-423

  Zhang, Qi ^a   Zhao, Huaizhong ^b  

^a FUDAN UNIVERSITY   (China)

^b LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Backward stochastic differential equations; Compact embedding; Generalized Feynman Kac formula; PDEs with polynomial growth coefficients; Probabilistic representation of weak solutions; Weak convergence

Indexed keywords

EID: 84860361002     PISSN: 08949840     EISSN: 15729230     Source Type: Journal    
DOI: 10.1007/s10959-011-0350-y     Document Type: Article

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