Hochschule Bielefeld

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20042026

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math.PR2012

BSDE and generalized Dirichlet forms: the infinite dimensional case

Rongchan Zhu

We consider the following quasi-linear parabolic system of backward partial differential equations on a Banach space $E$ : $(\partial_{t} + L) u + f (\cdot, \cdot, u, A^{1/2} \nabla u) = 0$ on $…

math.PR2012★ 1 cited

BSDE and generalized Dirichlet forms: the finite dimensional case

Rongchan Zhu

We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_{t} + L) u + f (\cdot, \cdot, u, \nabla u σ) = 0$ on $[0,T]\times \mathbb{R}^d\qqu…