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.

 
  • 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。
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