Probabilistic interpretation for integral-partial differential equations with subdifferential operator

DOI10.1515/ROSE.2001.9.1.87zbMath0973.45010OpenAlexW2026156512MaRDI QIDQ2722277

Youssef Ouknine, Modeste N'zi

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2001.9.1.87

zbMATH Keywords

viscosity solutionBrownian motionbackward stochastic differential equationPoisson random measureintegral-partial differential equationprobabilistic interpretationsub-differential operatorvaritational inequalities

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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