book chapterLecture notes in control and information sciencesOct 5, 2005Closed access

Backward stochastic differential equations and quasilinear parabolic partial differential equations

ÉPÉtienne PardouxSPShigē Péng

Aix-Marseille Université · Shandong University

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Topics & keywords

Topics
Keywords
  • Stochastic partial differential equation
  • Parabolic partial differential equation
  • Numerical partial differential equations
  • Mathematics
  • Mathematical analysis
  • Method of characteristics
  • Differential equation
  • First-order partial differential equation
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