J4 ›› 2008, Vol. 43 ›› Issue (12): 5-9.
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HUANG Zong-Yuan, ZHANG Feng
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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
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HUANG Zong-Yuan, ZHANG Feng. Viscosity solutions of multidimensional quasilinear parabolic PDEs[J].J4, 2008, 43(12): 5-9.
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