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Stochastic Partial Differential Equations and Their Applications pp 200–217Cite as

Backward stochastic differential equations and quasilinear parabolic partial differential equations

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 176))

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References

  1. I. Karatzas, S. Shreve: Brownian Motion and Stochastic Calculus, Springer, 1988.

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Author information

Authors and Affiliations

  1. Université de Provence UFR MIM, F-13331, Marseille Cedex 3

    E. Pardoux

  2. INIRA, France

    E. Pardoux

  3. Institute of Mathematics, Shandong University, 250100, Jinan, People's Republic of China

    S. Peng

Authors
  1. E. Pardoux
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  2. S. Peng
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Editor information

Boris L. Rozovskii Richard B. Sowers

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© 1992 International Federation for Information Processing

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Pardoux, E., Peng, S. (1992). Backward stochastic differential equations and quasilinear parabolic partial differential equations. In: Rozovskii, B.L., Sowers, R.B. (eds) Stochastic Partial Differential Equations and Their Applications. Lecture Notes in Control and Information Sciences, vol 176. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007334

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  • DOI: https://doi.org/10.1007/BFb0007334

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55292-5

  • Online ISBN: 978-3-540-47015-1

  • eBook Packages: Springer Book Archive

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