Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs

DOI10.1016/S0362-546X(97)00681-0zbMath0922.60055OpenAlexW1986914762WikidataQ126645607 ScholiaQ126645607MaRDI QIDQ4238364

Ying Hu, Philippe Briand

Publication date: 3 October 1999

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00681-0

zbMATH Keywords

singular perturbationsbackward stochastic differential equationforward-backward stochastic differential equationsystem of semilinear partial differential equationssystem of quasilinear partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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