Forward-Backward Stochastic Equations Associated with Systems of Quasilinear Parabolic Equations and Comparison Theorems
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| 024 | 7 | 0 | |a 10.1007/s10958-014-2183-6 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10958-014-2183-6 | ||
| 100 | 1 | |a Belopolskaya |D Ya |u St.Petersburg State University for Architecture and Civil Engineering, St. Petersburg, Russia |4 aut | |
| 245 | 1 | 0 | |a Forward-Backward Stochastic Equations Associated with Systems of Quasilinear Parabolic Equations and Comparison Theorems |h [Elektronische Daten] |c [Ya. Belopolskaya] |
| 520 | 3 | |a We develop a probabilistic approach to construction of a viscosity solution of the Cauchy problem for a system of quasilinear parabolic equations with respect to a vector function u(t, x) ∈ R d1 , x ∈ R d . Our approach is based on the possibility to reduce the original quasilinear parabolic system to a quasilinear parabolic equation in an alternative phase space and derive forward-backward stochastic differential equations associated with it. This reduction allows us to prove some comparison theorems for BSDEs, and, as a result, to construct a probabilistic representation of a viscosity solution of the original Cauchy problem. Bibliography: 16 titles. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 204/1(2015-01-01), 7-27 |x 1072-3374 |q 204:1<7 |1 2015 |2 204 |o 10958 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10958-014-2183-6 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-014-2183-6 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Belopolskaya |D Ya |u St.Petersburg State University for Architecture and Civil Engineering, St. Petersburg, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 204/1(2015-01-01), 7-27 |x 1072-3374 |q 204:1<7 |1 2015 |2 204 |o 10958 | ||