Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs |
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Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (English)
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26 February 2020
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forward-backward stochastic differential equations
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elliptic PDEs
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probabilistic interpretations
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Feynman-Kac formula
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Poisson equations
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