Systems of quasilinear parabolic equations in Rn and systems of quadratic backward stochastic differential equations

Journal de Mathématiques Pures et Appliquées ◽

10.1016/j.matpur.2021.01.006 ◽

2021 ◽

Author(s):

Alain Bensoussan ◽

Jens Frehse ◽

Sheung Chi Phillip Yam

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Backward Stochastic Differential Equations ◽

Quasilinear Parabolic Equations ◽

Quasilinear Parabolic

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Numerical solution of quasilinear parabolic equations and backward stochastic differential equations

Russian Journal of Numerical Analysis and Mathematical Modelling ◽

10.1515/156939803770736015 ◽

2003 ◽

Vol 18 (5) ◽

Author(s):

R. N. Makarov

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Backward Stochastic Differential Equations ◽

Quasilinear Parabolic Equations ◽

Quasilinear Parabolic

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Numerical solution of quasilinear parabolic equations and backward stochastic differential equations

Russian Journal of Numerical Analysis and Mathematical Modelling ◽

10.1515/rnam.2003.18.5.397 ◽

2003 ◽

Vol 18 (5) ◽

pp. 397-412 ◽

Author(s):

R. N. Makarov

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Backward Stochastic Differential Equations ◽

Quasilinear Parabolic Equations ◽

Quasilinear Parabolic

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On stochastic differential equations associated with certain quasilinear parabolic equations

Journal of the Mathematical Society of Japan ◽

10.2969/jmsj/02230278 ◽

1970 ◽

Vol 22 (3) ◽

pp. 278-292 ◽

Author(s):

Makiko NISIO

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Quasilinear Parabolic Equations ◽

Quasilinear Parabolic

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Strong Solutions of Semilinear Parabolic Equations with Measure Data and Generalized Backward Stochastic Differential Equations

Potential Analysis ◽

10.1007/s11118-011-9235-z ◽

2011 ◽

Vol 36 (2) ◽

pp. 373-404 ◽

Author(s):

Tomasz Klimsiak

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Strong Solutions ◽

Backward Stochastic Differential Equations ◽

Measure Data ◽

Semilinear Parabolic Equations ◽

Semilinear Parabolic

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Backward stochastic differential equations and quasilinear parabolic partial differential equations

Stochastic Partial Differential Equations and Their Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007334 ◽

2005 ◽

pp. 200-217 ◽

Author(s):

E. Pardoux ◽

S. Peng

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Backward Stochastic Differential Equations ◽

Parabolic Partial Differential Equations ◽

Partial Differential ◽

Quasilinear Parabolic

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Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

Applied Mathematics & Optimization ◽

10.1007/s00245-004-0814-x ◽

2005 ◽

Vol 51 (3) ◽

pp. 279-332 ◽

Author(s):

Marco Fuhrman ◽

Gianmario Tessitore

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Mild Solutions ◽

Backward Stochastic Differential Equations ◽

Semilinear Parabolic Equations ◽

Semilinear Parabolic

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Forward-backward stochastic differential equations and quasilinear parabolic PDEs

Probability Theory and Related Fields ◽

10.1007/s004409970001 ◽

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

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Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations

IMA Journal of Numerical Analysis ◽

10.1093/imanum/drl019 ◽

2007 ◽

Vol 27 (1) ◽

pp. 24-44 ◽

Author(s):

G. N. Milstein ◽

M. V. Tretyakov

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Parabolic Equations ◽

Backward Stochastic Differential Equations ◽

Linear Parabolic Equations

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THE FIRST BOUNDARY VALUE PROBLEM FOR STRONGLY DEGENERATE QUASILINEAR PARABOLIC EQUATIONS

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30381-3 ◽

1990 ◽

Vol 10 (1) ◽

pp. 71-78

Author(s):

Zuchi Chen

Keyword(s):

Boundary Value Problem ◽

Parabolic Equations ◽

Boundary Value ◽

Quasilinear Parabolic Equations ◽

Strongly Degenerate ◽

Quasilinear Parabolic

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CLASSICAL PARABOLIC CAPACITY AND QUASILINEAR PARABOLIC EQUATIONS

Real Analysis Exchange ◽

10.2307/44151492 ◽

1979 ◽

Vol 5 (1) ◽

pp. 105

Author(s):

Ziemer

Keyword(s):

Parabolic Equations ◽

Quasilinear Parabolic Equations ◽

Parabolic Capacity ◽

Quasilinear Parabolic

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