A note on probabilistic interpretation for quasilinear mixed boundary problems

DOI10.1007/BF00133343zbMath0905.35028OpenAlexW2077471375MaRDI QIDQ1389950

Deng Ding

Publication date: 14 July 1998

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00133343

zbMATH Keywords

backward stochastic differential equations

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\)

Cites Work

• Adapted solution of a backward stochastic differential equation
• Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
• Stochastic differential equations with reflecting boundary conditions
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Unnamed Item

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