Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Backwards SDE with random terminal time and applications to semilinear elliptic PDE |
scientific article; zbMATH DE number 1078135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backwards SDE with random terminal time and applications to semilinear elliptic PDE |
scientific article; zbMATH DE number 1078135 |
Statements
Backwards SDE with random terminal time and applications to semilinear elliptic PDE (English)
0 references
20 September 1998
0 references
stochastic differential equation
0 references
monotonicity
0 references
stopping time
0 references
Brownian motion
0 references
viscosity solution
0 references
semilinear elliptic partial differential equations
0 references
0 references
0 references
