A note on probabilistic interpretation for quasilinear mixed boundary problems

作者：Ding, D^*

来源：Applied Mathematics and Mechanics (English Edition ), 1997, 18(9): 857-864.

• quasilinear partial differential equations
• mixed boundary problems
• stochastic differential equations
• probabilistic interpretations

Solutions of quasilinear mixed boundary problems for the some parabolic an elliptic partial differential equations are interpreted as solutions of a kind of backward stochastic differential equations, which are associated with the classical Ito forward stochastic differential equations with reflecting boundary conditions.

• 出版日期1997-9
• 单位中山大学; 澳门大学