BSDE AND GENERALIZED DIRICHLET FORMS: THE FINITE-DIMENSIONAL CASE

DOI10.1142/S0219025712500221zbMath1273.60074arXiv1201.3182OpenAlexW2804235797MaRDI QIDQ4923887

Rong-Chan Zhu

Publication date: 27 May 2013

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3182

zbMATH Keywords

Markov processesbackward stochastic differential equationsDirichlet formsmartingale representationquasi-linear parabolic partial differential equationsgeneralized Dirichlet forms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)

Cites Work

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• Nonlinear Differential Equations of Monotone Types in Banach Spaces

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