Probabilistic interpretation of a system of quasilinear parabolic PDE<scp>s</scp>

DOI10.1080/10451120412331303150zbMath1062.60063OpenAlexW1979282431MaRDI QIDQ4653008

Ahmadou Bamba Sow, Etienne Pardoux

Publication date: 28 February 2005

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

Full work available at URL: https://doi.org/10.1080/10451120412331303150

zbMATH Keywords

Poisson processesforward-backward stochastic differential equationssystem of parabolic quasilinear partial differential equations

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

A stochastic target formulation for optimal switching problems in finite horizon ⋮ On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations

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