Forward–backward stochastic partial differential equations with non-monotonic coefficients

DOI10.1142/S0219493716500258zbMath1352.60094OpenAlexW2292013751MaRDI QIDQ2834905

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Publication date: 25 November 2016

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493716500258

zbMATH Keywords

method of continuationforward-backward stochastic PDEsnon-monotonic coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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• Forward-backward stochastic differential equations and their applications
• Backward-forward stochastic differential equations
• A concise course on stochastic partial differential equations
• On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
• Stochastic partial differential equations and filtering of diffusion processes
• Ergodicity for Infinite Dimensional Systems
• DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
• Stochastic Equations in Infinite Dimensions

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