J4 ›› 2008, Vol. 43 ›› Issue (12): 5-9.
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黄宗媛,张峰
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通讯作者:
HUANG Zong-Yuan, ZHANG Feng
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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:
黄宗媛 张峰. 一类高维抛物型偏微分方程的粘性解[J]. J4, 2008, 43(12): 5-9.
HUANG Zong-Yuan, ZHANG Feng. Viscosity solutions of multidimensional quasilinear parabolic PDEs[J]. J4, 2008, 43(12): 5-9.
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