Backwards SDE with random terminal time and applications to semilinear elliptic PDE
type: Item
instance of: scholarly article
title: Backwards SDE with random terminal time and applications to semilinear elliptic PDE
zbMATH Open document ID: 0895.60067
author: Etienne Pardoux
author: Richard W. R. Darling
published in: The Annals of Probability
publication date: 1998-09-20T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 35J60
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1078135
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: monotonicity
zbMATH Keywords: stopping time
zbMATH Keywords: Brownian motion
zbMATH Keywords: viscosity solution
zbMATH Keywords: semilinear elliptic partial differential equations
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1024404508
OpenAlex ID: W2038518354
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cites work: Q3997782
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DOI: 10.1214/AOP/1024404508
description: scientific article; zbMATH DE number 1078135