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Forward-backward stochastic differential equations and quasilinear parabolic pdes (1999).
| Content Provider | CiteSeerX |
|---|---|
| Author | Pardoux, Etienne Tang, Shanjian |
| Description | This content is published in/by PROBAB. THEORY RELATED FIELDS |
| Abstract | This paper studies, under some natural monotonicity conditions, the theory (existence and uniqueness, a priori estimate, continuous dependence on a parameter) of forward–backward stochastic differential equations and their connection with quasilinear parabolic partial differential equations. We use a purely probabilistic approach, and allow the forward equation to be degenerate. |
| File Format | |
| Publisher Date | 1999-01-01 |
| Access Restriction | Open |
| Subject Keyword | Quasilinear Parabolic Pdes Theory Related Field Forward-backward Stochastic Differential Equation Natural Monotonicity Condition Priori Estimate Backward Stochastic Differential Equation Probabilistic Approach Continuous Dependence Paper Study Quasilinear Parabolic Partial Differential Equation Forward Equation |
| Content Type | Text |
| Resource Type | Article |
