Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.658278
Title: Quasilinear PDEs and forward-backward stochastic differential equations
Author: Wang, Xince
ISNI:       0000 0004 5352 7498
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 2015
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Abstract:
In this thesis, first we study the unique classical solution of quasi-linear second order parabolic partial differential equations (PDEs). For this, we study the existence and uniqueness of the $L^2_{\rho}( \mathbb{R}^{d}; \mathbb{R}^{d}) \otimes L^2_{\rho}( \mathbb{R}^{d}; \mathbb{R}^{k})\otimes L^2_{\rho}( \mathbb{R}^{d}; \mathbb{R}^{k\times d})$ valued solution of forward backward stochastic differential equations (FBSDEs) with finite horizon, the regularity property of the solution of FBSDEs and the connection between the solution of FBSDEs and the solution of quasi-linear parabolic PDEs. Then we establish their connection in the Sobolev weak sense, in order to give the weak solution of the quasi-linear parabolic PDEs. Finally, we study the unique weak solution of quasi-linear second order elliptic PDEs through the stationary solution of the FBSDEs with infinite horizon.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.658278  DOI: Not available
Keywords: Forward backward stochastic differential equations ; Weak solutions ; Partial differential equations ; Stationary solutions ; Parabolic ; Elliptic ; Infinite horizon.
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