Forward-backward stochastic differential equations and quasilinear parabolic PDEs

• 1 May 1999
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 114  (2) , 123-150
• https://doi.org/10.1007/s004409970001

Abstract

Keywords

• DIFFERENTIAL EQUATIONS
• BACKWARD STOCHASTIC
• STOCHASTIC DIFFERENTIAL
• FORWARD
• PARABOLIC
• QUASILINEAR