This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation.
英
美
- 本文利用完全耦合的正倒向随机微分方程,对一类耦合了一个代数方程的二阶拟线性抛物型偏微分方程系统,给出概率表示。