A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems

Ding Deng

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Ding Deng. A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems[J]. Applied Mathematics and Mechanics, 1997, 18(9): 799-805.

Citation:

Ding Deng. A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems[J]. Applied Mathematics and Mechanics, 1997, 18(9): 799-805.

Citation:

Ding Deng. A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems[J]. Applied Mathematics and Mechanics, 1997, 18(9): 799-805.

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A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems

Ding Deng

Faculty of Science and Technology, University of Macau, P. O. Box 3001, Macau;Mathematical Department, Zhongshan University, Guangzhou 510725, P. R. China

Received Date: 1996-03-25
Publish Date: 1997-09-15

Abstract

Abstract

Solutions of quasilinear mixed boundary problems for the some parabolic andelliptic partial differential equalions are interpreted as solutions of a kind of backwardstochastic differential equalions, which are associated with the classical Ito forwardstochastic differential equations with reflecting boundary conditions.
- quasilinear partial differential equations,
- mixed boundary problems,
- stochastic differential equations,
- probabilistic interpretations

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References(8)

References

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