Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798): Difference between revisions
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Revision as of 21:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) |
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Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (English)
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14 September 2012
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fractional Brownian motion
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backward doubly stochastic differential equation
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stochastic partial differential equation
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Russo-Vallois integral
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Doss-Sussmann transformation
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stochastic viscosity solution
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