A NOTE ON PROBABILISTIC INTERPRETATION FOR QUASILINEAR MIXED BOUNDARY PROBLEMS

作     者：丁灯 

作者机构：Faculty of Science and Technology University of Macau Macau P. R. China Department of Mathematics Zhongshan University Guangzhou P. R. China 

出 版 物：《Applied Mathematics and Mechanics(English Edition)》 (应用数学和力学（英文版）)

年 卷 期：1997年第18卷第9期

页      面：857-864页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0805[工学-材料科学与工程（可授工学、理学学位）] 0802[工学-机械工程] 0701[理学-数学] 0801[工学-力学（可授工学、理学学位）] 

主　　题：quasilinear partial differential equations mixed boundary problems stochastic differential equations probabilistic interpretations 

摘      要：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.