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J4 ›› 2008, Vol. 43 ›› Issue (12): 5-9.

• 论文 • 上一篇    下一篇

一类高维抛物型偏微分方程的粘性解

黄宗媛,张峰   

  1. 山东大学数学学院, 山东 济南 250100
  • 收稿日期:2008-09-27 出版日期:2008-12-16 发布日期:2009-11-09
  • 通讯作者: 黄宗媛 huangzy@mail.sdu.edu.cn

Viscosity solutions of multidimensional quasilinear parabolic PDEs

 HUANG Zong-Yuan, ZHANG Feng   

  1. School of Mathematics and System Science, Shandong University, Jinan 250100, Shandong, China
  • Received:2008-09-27 Online:2008-12-16 Published:2009-11-09

摘要:

利用两种方法证明由高维正倒向随机微分方程系统的解,给出一类拟线性抛物型偏微分方程系统惟一粘性解。

关键词: 倒向随机微分方程;偏微分方程;粘性解;比较定理

Abstract:

It was proved with two different methods, that a function expressed in terms of the solution of a multidimensionalbackward stochastic equation is indeed a unique viscosity solutionof a certain qusilinear parabolic partial differential equation.

Key words: backward stochastic differential equation; partialdifferential equation; viscosity solution; comparison theorem

中图分类号: 

  • O211.63
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