Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / zbMATH DE Number: 6082660 / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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backward doubly stochastic differential equation | |||
| Property / zbMATH Keywords: backward doubly stochastic differential equation / rank | |||
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stochastic partial differential equation | |||
| Property / zbMATH Keywords: stochastic partial differential equation / rank | |||
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Russo-Vallois integral | |||
| Property / zbMATH Keywords: Russo-Vallois integral / rank | |||
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Doss-Sussmann transformation | |||
| Property / zbMATH Keywords: Doss-Sussmann transformation / rank | |||
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stochastic viscosity solution | |||
| Property / zbMATH Keywords: stochastic viscosity solution / rank | |||
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Revision as of 11:18, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) |
scientific article |
Statements
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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