Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions

In this paper, we study the existence, uniqueness and the probabilistic representation of the weak solutions of quasi-linear parabolic and elliptic partial differential equations (PDEs) in the Sobolev space H1ρ(Rd). For this, we study first the solutions of forward-backward stochastic differential e...

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Bibliographic Details

Main Authors:	Chunrong Feng, Xince Wang, Huaizhong Zhao
Format:	Default Article
Published:	2017
Subjects:	Other mathematical sciences not elsewhere classified Forward-backward stochastic differential equations Weak solutions Quasi-linear partial differential equations Probabilistic representation Parabolic Elliptic Infinite horizon Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/26622
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