Sobolev weak solutions for parabolic PDEs and FBSDEs |
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Authors: | Feng Zhang |
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Institution: | School of Mathematics, Shandong University, Jinan, 250100, China |
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Abstract: | This Note is devoted to the representation of Sobolev weak solutions to quasi-linear parabolic PDEs with monotone coefficients via FBSDEs. One distinctive character of this result is that the forward component of the FBSDE is coupled with the backward variable. To cite this article: F. Zhang, C. R. Acad. Sci. Paris, Ser. I 347 (2009). |
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