Title of article
A probabilistic interpretation of the divergence and BSDEʹs
Author/Authors
Stoica، نويسنده , , I.L.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
25
From page
31
To page
55
Abstract
We prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of parabolic equations involving a distribution expressed as divergence of a measurable field. This leads to an extension of the method of backward stochastic differential equations to a class of nonlinearities larger than the usual one.
Keywords
Non-linear parabolic equations , Dirichlet spaces , Backward stochastic differential equations , Forward–backward martingale decomposition , Divergence form elliptic operators
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577155
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