Year: 2016
Type: preprint
Abstract: In this study, we concern the multidimensional viscosity solutions theory of a kind of semi-linear partial differential equations (PDEs). A new definition of viscosity solution for this multidimensional semi-linear PDEs which is related to a type of multidimensional backward stochastic differential equations (BSDEs) is given. Further more, we establish the existence and uniqueness results for the viscosity solution of this semi-linear PDEs via the comparison theorem of the related BSDEs and a smooth approximation technique.
Source: arXiv (Cornell University)
Author: Yang, Shuzhen
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2504513663