کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156469 958833 2014 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
چکیده انگلیسی

In this paper, we study a kind of system of second order quasilinear parabolic partial differential equation combined with algebra equations. Introducing a family of coupled forward–backward stochastic differential equations, and by virtue of some delicate analysis techniques, we give a probabilistic interpretation for it in the viscosity sense.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 12, December 2014, Pages 3921–3947
نویسندگان
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