Forward-backward stochastic differential equations and quasilinear parabolic PDEs

1999 ◽  
Vol 114 (2) ◽  
pp. 123-150 ◽  
Author(s):  
Etienne Pardoux ◽  
Shanjian Tang
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Parabolic Pdes ◽  
Quasilinear Parabolic

BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS

2011 ◽  
Vol 14 (03) ◽  
pp. 517-536 ◽  
Author(s):  
TUSHENG ZHANG ◽  
QIKANG RAN
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Parabolic Pdes ◽  
Singular Coefficients ◽  
Semilinear Parabolic ◽  
Backward Sdes

In this paper, we construct the solutions of semilinear parabolic PDEs with singular coefficients and establish the link to solutions of backward stochastic differential equations.

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