Mostrar el registro sencillo del ítem
Artículo
Probabilistic Representation of Solutions for Quasi-Linear Parabolic Pde Via Fbsde with Reflecting Boundary Conditions
dc.creator | Marín Rubio, Pedro | |
dc.creator | Real Anguas, José | |
dc.date.accessioned | 2015-06-23T13:55:07Z | |
dc.date.available | 2015-06-23T13:55:07Z | |
dc.date.issued | 2010 | |
dc.identifier.citation | Marín Rubio, P. y Real Anguas, J. (2010). Probabilistic Representation of Solutions for Quasi-Linear Parabolic Pde Via Fbsde with Reflecting Boundary Conditions. Boletín de la Sociedad Española de Matemática Aplicada, 51, 109-116. | es |
dc.identifier.issn | 1575-9822 | |
dc.identifier.uri | http://hdl.handle.net/11441/25937 | |
dc.description.abstract | A probabilistic representation of the solution (in the viscosity sense) of a quasi-linear parabolic PDE system with non-lipschitz terms and a Neumann boundary condition is given via a fully coupled forward-backward stochastic differential equation with a reflecting term in the forward equation. The extension of previous results consists on the relaxation on the Lipschitz assumption on the drift coefficient of the forward equation, using a previous result of the authors. | |
dc.format | application/pdf | |
dc.language.iso | eng | |
dc.publisher | ||
dc.relation.ispartof | Boletín de la Sociedad Española de Matemática Aplicada, 51, 109-116 | |
dc.rights | Atribución-NoComercial-SinDerivadas 4.0 España | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0 | |
dc.title | Probabilistic Representation of Solutions for Quasi-Linear Parabolic Pde Via Fbsde with Reflecting Boundary Conditions | |
dc.type | info:eu-repo/semantics/article | |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico | |
dc.relation.publisherversion | ||
dc.identifier.doi | http://dx.doi.org/10.1007/BF03322561 | es |
dc.journaltitle | Boletín de la Sociedad Española de Matemática Aplicada | es |
dc.publication.volumen | 51 | es |
dc.publication.initialPage | 109 | es |
dc.publication.endPage | 116 | es |
dc.identifier.idus | https://idus.us.es/xmlui/handle/11441/25937 |
Ficheros | Tamaño | Formato | Ver | Descripción |
---|---|---|---|---|
file_1.pdf | 303.5Kb | [PDF] | Ver/ | |