Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
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Publication:450798
DOI10.1016/j.sysconle.2012.02.011zbMath1250.93115OpenAlexW1982917178MaRDI QIDQ450798
Publication date: 14 September 2012
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.02.011
fractional Brownian motionstochastic partial differential equationbackward doubly stochastic differential equationDoss-Sussmann transformationRusso-Vallois integralstochastic viscosity solution
Nonlinear systems in control theory (93C10) Transformations (93B17) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)
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