BSDE's and viscosity solutions of semilinear pde's

DOI10.1080/17442509808834155zbMath0918.60044OpenAlexW2025884828MaRDI QIDQ4393937

Philippe Briand

Publication date: 17 August 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834155

zbMATH Keywords

Lyapunov functionsbackward stochastic differential equationspartial differential equationsviscosity solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Lyapunov and storage functions (93D30) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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