| 关于拟线性混合型边界问题的概率表示 |
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| 引用本文： | 丁灯.关于拟线性混合型边界问题的概率表示[J].应用数学和力学,1997,18(9):799-805. |
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| 作者姓名： | 丁灯 |
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| 作者单位： | 澳门大学科技学院, 澳门;中山大学数学系, 广州 510725 |
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| 摘 要： | 关于某些抛物型和椭圆型偏微分方程的混合边界问题的解被表示为一类联系于Ito正向反射边界随机微分方程的反向随机微分方程的解.
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| 关 键 词： | 偏微分方程 混合型边界问题 随机微分方程 概率表示 |
| 收稿时间： | 1996-03-25 |
A Note on Probabilistic Interpretation for Quasilinear Mixed Boundary Problems |
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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. |
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| Authors: | Ding Deng |
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| Institution: | Faculty of Science and Technology, University of Macau, P. O. Box 3001, Macau;Mathematical Department, Zhongshan University, Guangzhou 510725, P. R. China |
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| Abstract: | Solutions of quasilinear mixed boundary problems for the same parabolic and 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. |
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| Keywords: | quasilinear partial differential equations mixed boundary problems stochastic differential equations probabilistic interpretations |
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