Abstract
In the present paper, we study conditions under which the solutions of a backward stochastic differential equation remains in a given set of constraints. This property is the socalled "viability property". In a separate section, this condition is translated to a class of partial differential equations. © Springer-Verlag 2000.
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CITATION STYLE
APA
Buckdahn, R., Quincampoix, M., & Rǎşcanu, A. (2000). Viability property for a backward stochastic differential equation and applications to partial differential equations. Probability Theory and Related Fields, 116(4), 485–504. https://doi.org/10.1007/s004400050260
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