{ "id": "2206.08334", "version": "v1", "published": "2022-06-16T17:38:16.000Z", "updated": "2022-06-16T17:38:16.000Z", "title": "On quasilinear parabolic systems and FBSDEs of quadratic growth", "authors": [ "Joe Jackson" ], "categories": [ "math.PR", "math.AP" ], "abstract": "Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the gradient of the unknown. As a result of our estimates, we obtain the existence of classical solutions of the PDE system. From this, we infer the existence of solutions to a corresponding class of forward-backward stochastic differential equations.", "revisions": [ { "version": "v1", "updated": "2022-06-16T17:38:16.000Z" } ], "analyses": { "subjects": [ "60H30" ], "keywords": [ "quasilinear parabolic systems", "quadratic growth", "forward-backward stochastic differential equations", "partial differential equations", "establish a-priori estimates" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }