Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp> (Q4653008)
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scientific article; zbMATH DE number 2139669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp> |
scientific article; zbMATH DE number 2139669 |
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Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp> (English)
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28 February 2005
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system of parabolic quasilinear partial differential equations
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forward-backward stochastic differential equations
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Poisson processes
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