Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459)

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scientific article; zbMATH DE number 6807489
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Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
scientific article; zbMATH DE number 6807489

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    Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (English)
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    16 November 2017
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    forward-backward stochastic differential equations
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    weak solutions
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    quasi-linear partial differential equations
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    probabilistic representation
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    parabolic
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    elliptic
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