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A probabilistic interpretation of the divergence and BSDE's. - MaRDI portal

A probabilistic interpretation of the divergence and BSDE's. (Q2574533)

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A probabilistic interpretation of the divergence and BSDE's.
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    A probabilistic interpretation of the divergence and BSDE's. (English)
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    29 November 2005
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    backward stochastic differential equations
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    forward-backward martingale decomposition
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    divergence form elliptic operators
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    nonlinear parabolic equations
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    Dirichlet spaces
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