This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation.
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- 本文利用完全耦合的正倒向隨機微分方程,對一類(lèi)耦合了一個(gè)代數方程的二階擬線(xiàn)性?huà)佄镄推⒎址匠滔到y,給出概率表示。
