Probabilistic representation of solutions for quasi-linear parabolic PDE via FBSDE with reflecting boundary conditions

DOI10.1007/BF03322561zbMath1242.60055OpenAlexW1993580026MaRDI QIDQ2897878

José Real, Pedro Marín-Rubio

Publication date: 16 July 2012

Published in: SeMA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03322561

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)

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