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一类高维抛物型偏微分方程的粘性解

Viscosity solutions of multidimensional quasilinear parabolic PDEs
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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。 It was proved with two different methods, that afunction expressed in terms of the solution of a multidimensionalbackward stochastic equation is indeed a unique viscosity solutionof a certain qusilinear parabolic partial differential equation.
作者 黄宗媛 张峰
机构地区 山东大学数学学院
出处 《山东大学学报（理学版）》 CAS CSCD 北大核心 2008年第12期5-9,14,共6页 Journal of Shandong University(Natural Science)
基金 国家自然科学基金资助项目(10671112) 山东省自然科学基金资助项目(Z2006A01)
关键词 倒向随机微分方程 偏微分方程 粘性解 比较定理 backward stochastic differential equation partialdifferential equation viscosity solution comparison theorem
分类号 O211.63 [理学—概率论与数理统计]
  • 相关文献

参考文献7

  • 1PARDOUX E, PENG S. Adapted solution of a backward stochastic differential equation[J]. System and Control Letters, 1990, 14:55- 61.
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  • 7PARDOUX E, TANG S. Forward-backward stochastic differential equatioas and quasilinear parabolic PDEs[J], Probab Theory Relat Fields, 1999, 114:123-150.

二级参考文献12

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  • 10[12]Wu, Z., Adapted solution of generalized forward-backward stochastic differential equations and its dependence on parameters [J], Chinese Journal of Contemporary Mathematics, 19:1(1998), 9-18.

共引文献3

山东大学学报（理学版）
2008年 第12期

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