The Galerkin Approximation to Forward-Backward Stochastic Partial Differential Equations

  • Shilun Li College of Mathematics, Sichuan University, Chengdu, Sichuan, China
  • Hong Yin SUNY Brockport
Keywords: forward-backward equations, partial differential equations, Galerkin approximation, forward-backward stochastic partial differential equations, stochastic differential equations

Abstract

In this paper, the authors utilized the Galerkin approximation scheme approach to solve a class of fully coupled forward-backward stochastic partial differential equations in an infinite dimensional functional setup.

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References

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Published
2023-04-23
How to Cite
Li, S., & Yin, H. (2023). The Galerkin Approximation to Forward-Backward Stochastic Partial Differential Equations. Journal of Progressive Research in Mathematics, 20(1), 49-62. Retrieved from http://scitecresearch.com/journals/index.php/jprm/article/view/2200
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