Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations

Stochastic Processes and their Applications

Volumn 124, Issue 12, 2014, Pages 3921-3947

  Yu, Zhiyong ^a   Wu, Zhen ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Forward backward stochastic differential equation; Monotonicity condition; Parabolic partial differential equation; Viscosity solution

Indexed keywords

ALGEBRA;

ALGEBRA EQUATION; DELICATE ANALYSIS; FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; MONOTONICITY CONDITIONS; PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS; PROBABILISTIC INTERPRETATION; SECOND ORDERS; VISCOSITY SOLUTIONS; QUASI-LINEAR;

PARTIAL DIFFERENTIAL EQUATIONS;

EID: 84906303118     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2014.07.013     Document Type: Article

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