Wu, Zhen; Yu, Zhiyong - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 3921-3947
In this paper, we study a kind of system of second order quasilinear parabolic partial differential equation combined with algebra equations. Introducing a family of coupled forward–backward stochastic differential equations, and by virtue of some delicate analysis techniques, we give a...