Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
type: Item
instance of: scholarly article
title: Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
zbMATH Open document ID: 1359.60077
published in: Journal of Mathematical Sciences (New York)
publication date: 2016-01-28T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35B51
Mathematics Subject Classification ID: 35D40
Mathematics Subject Classification ID: 35K45
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6536933
zbMATH Keywords: viscosity solutions
zbMATH Keywords: quasilinear parabolic equations
zbMATH Keywords: forward-backward stochastic differential equations
author: Yana Belopolskaya
MaRDI profile type: Publication
full work available at URL: s10958-014-2183-6
OpenAlex ID: W1989711777
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cites work: Q4379369
cites work: Q4029028
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cites work: Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
cites work: Q3190951
cites work: Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
cites work: On the comparison theorem for multidimensional BSDEs
cites work: Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
cites work: User’s guide to viscosity solutions of second order partial differential equations
DOI: 10.1007/S10958-014-2183-6
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description: scientific article; zbMATH DE number 6536933